InCommodities · 3 weeks ago
Quantitative Risk Analyst
Stamford, CT
Full-time
Hybrid
Senior Level
$120K/yr - $160K/yr
7+ years expInCommodities is a company focused on energy trading in North America, and they are seeking a Quantitative Risk Analyst to enhance their risk capabilities in gas and power markets. The role involves designing and implementing market risk models, collaborating with traders, and integrating models into production risk systems.
EnergyFinanceOil and Gas
Responsibilities
You design, implement, and own market risk models, including VaR (parametric, historical, Monte Carlo), Expected Shortfall, stress testing, scenario analysis, and backtesting
You build and maintain key risk drivers such as curves, volatility surfaces, correlations, and basis/spread risk
You quantify non-linear and optionality risk for complex structures like storage, swing, tolling, and spark/dark spreads
You develop scalable Python-based risk libraries used for daily reporting and intraday monitoring
You integrate models into production risk systems, ensuring data quality, transparency, and auditability
You improve performance and robustness of risk calculations where it matters
Qualification
Required
You hold a quantitative degree in Applied Math, Statistics, Physics, Engineering, Computer Science, Quantitative Finance, or similar
You bring around 7 years of experience in a quantitative risk role within commodities, energy, or capital markets
You have strong knowledge of futures and options, with hands-on exposure to gas and power markets in North America
You've worked with structured transactions such as storage, transport, PPAs, or similar energy assets
You're a strong Python user and build production-grade analytics using libraries like pandas, numpy, scipy, or similar
You have experience developing risk systems and VaR frameworks end to end – from modeling to reporting
You're comfortable working with large datasets and data pipelines (SQL, APIs, market data)
Benefits
Flexible working hours and hybrid work schedule
Medical, Dental, Vision, STD, LTD, Life insurance, all with employer contributions
401k with employer matching
Parental leave including paid and unpaid options
Generous PTO policy and paid holidays
Monthly Door Dash allowance and snacks and drinks at the office
Internet and optional cellphone reimbursement
Access to office gym
Company
InCommodities
InCommodities offers renewable energy, power & gas, intraday trader, and finance services.
201-500 employees
Funding
Current Stage
Growth StageTotal Funding
unknownKey Investors
Goldman Sachs
2021-07-08Series Unknown
Recent News
Energy-Storage.News
2025-11-30
2025-09-04
2025-08-21
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