Saturday, May 23, 2009

Quantitative Analysis Manager - Risk Management, Energy Industry

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Description This position is open as of 5/23/2009.

Quantitative Analysis Manager, Risk Management, Energy Industry, Options, Hedge

Quantitative Analysis Manager - Risk Management

If you are seeking a Quantitative Analysis Manager - Risk Management position with a well established organization...read on!

What you will be doing:
# Develop best risk management governance practices,
# Includes defining, building, & implementing appropriate models & methodologies
# Develop risk models using time-to-expiration Value-at-Risk methodologies
# Validate key valuation models developed by all lines of business
# Monitor trader's compliance with respect to risk policies and limits
# Develop and manage company's risk management systems
# Understanding complex portfolio composition & communicate key business risks
# Manage Quantitative Analysis function including supervising staff of six
# Coach, develop employees, hire & retain professionals w/right distribution of skills
# Provide key insights to decision makers, shaping risk issues for senior mgt
# Enhance effectiveness of trading controls, meet company's target objectives
# Achieve target performance rating for quantitative analysis function
# Model the stochastic properties of commodities futures, forwards and spot prices
# Develop estimation procedure of model parameters
# Determine statistical significance of results
# Implement & enhance Monte Carlo price simulation models & methodologies
# Perform model back testing and portfolio stress-test analyses.
# Assess and report on the effectiveness of hedging strategies.

What you will need:
# Masters degree in Financial Engineering, Mathematical & Computational Finance,
# Physics, Statistics, Mathematics or other quantitative discipline
# Motivated by opportunity to grow w/multi-disciplinary, multi-talented Team
# Excited about the challenges of the cutting-edge commodities trading business
# You rise to the complex tasks presented by constant deal flow
# Tenacity to follow complex controls that ensure smooth deal execution & risk mgt
# Ability to lead, manage workgroups, coach & develop others, think strategically
# Excellent written and verbal communication and organizational skills
# Ability to work as part of a team & independent w/multiple proj & tight deadlines
# Willingness to carry out 'hands on' as well as supervisory tasks
# Knowledge of energy industry and products
# Experience working with options pricing and risk models

What's in it for You:
# Great organization and team
# Well established, secure company
# Exceptional compensation
# Excellent Benefits
# Includes 401K, Tuition and much more

So...if you have a Master's Degree and want to be part of an exciting Risk Management team with a great organization...we want to hear from you.

Required Skills
Quantitative Analysis Manager, Risk Management, Governance, Options Pricing, Risk Models, Monte Carlo Method, Energy Industry

If you are a good fit for the Quantitative Analysis Manager - Risk Management, Energy Industry position, and have a background that includes:

Quantitative Analysis Manager, Risk Management, Governance, Options Pricing, Risk Models, Monte Carlo Method, Energy Industry and you are interested in working the following job types:

Management, Sales, Engineering

Within the following industries:

Energy - Utilities - Gas - Electric, Government - Civil Service, Industrial

Our privacy policy: Your resume and information will be kept completely confidential.

Looking forward to receiving your resume through our website and going over the job in more detail with you!
Requirements Quantitative Analysis Manager, Risk Management, Governance, Options Pricing, Risk Models, Monte Carlo Method, Energy Industry

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