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Macquarie Group · 1 day ago

Senior Energy Quantitative Analyst

Greater Houston

Full-time

Onsite

Senior Level

5+ years exp

Macquarie Group is a global financial services group operating in 31 markets. They are seeking a Senior Energy Quantitative Analyst to focus on derivatives pricing and physical asset modelling within their Commodities and Global Markets group, utilizing advanced quantitative methods to support energy trading desks.

BankingFinanceFinancial Services

Responsibilities

Provide quantitative expertise to traders, structurers, and risk managers

Develop and maintain production-grade quantitative models and tools for derivative pricing, risk management, and physical asset valuation

Research and implement new valuation models, including optimization techniques for physical assets such as power plants, storage facilities, and renewable energy projects

Enhance and industrialize existing pricing, risk, and data analysis tools for integration into the front office platform

Perform scenario analysis and simulations to support trading strategies and decision-making

Qualification

Energy markets knowledgeQuantitative modelingProgramming in PythonC++ programmingStochastic processesNumerical methodsOptimization techniquesProblem-solvingAttention to detailCommunication skillsCollaboration

Required

At least 5 years of experience in a similar role, preferably within energy markets

A top-tier M.S. or Ph.D. in a quantitative discipline (e.g., mathematics, physics, engineering, or computer science)

Strong programming skills, with experience in Python, C++, or other relevant programming languages

Extensive knowledge of energy markets, including power, and gas and in stochastic processes, numerical methods, and optimization techniques

Excellent problem-solving abilities and attention to detail and strong communication skills and the ability to work in a collaborative, fast-paced environment

Benefits

1 wellbeing leave day per year and a minimum of 25 days of annual leave

20 weeks’ paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers

2 days of paid volunteer leave and donation matching

Benefits and initiatives to support your physical, mental and financial wellbeing such as medical, prescription drug, dental, and vision insurance; health savings account and dependent day care savings account; life insurance, disability, and other insurance plans; 401(k) and short/long term disability

Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services

Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription

Recognition and service awards

Hybrid and flexible working arrangements, dependent on role

Reimbursement for work from home equipment