Quantitative Risk Analyst
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Job Location:
Houston, MS - USA
Monthly Salary:
Not Disclosed
Posted on:
7 hours ago
Vacancies:
1 Vacancy
Job Summary
Vitol is seeking a Quantitative Risk Analyst to join our Market Risk team with a focus on portfolio-level market risk across this role you will assess monitor and report market risks across Vitols dynamic trading portfolios providing quantitative insights that support risk management and commercial decision-making.
Key Responsibilities:
- Analyze and monitor market risk exposures across portfolios including VaR stress testing and scenario analysis
- Develop implement and enhance quantitative risk models
- Support deal structuring and option modelling for complex transactions
- Collaborate with trading risk and technology teams to ensure robust risk measurement and reporting
- Prepare regular and ad-hoc risk reports for senior management highlighting key risk drivers and portfolio sensitivities
- Identify and communicate emerging risks and market trends specific to commodities
- Support the development and maintenance of risk systems tools and dashboards leveraging Vitols internal platforms
- Contribute to the ongoing improvement of risk management frameworks policies and procedures
- Ensure compliance with internal risk limits and regulatory requirements
Qualifications :
- Bachelors degree or higher in a quantitative field (e.g. Mathematics Statistics Finance Engineering Physics)
- Strong understanding of energy/commodity markets derivatives and risk management concepts
- Proficiency in quantitative analysis statistical modeling and programming (e.g. Python R MATLAB)
- Experience with risk measurement techniques such as VaR stress testing and scenario analysis
- Experience in deal structuring and option modelling for energy or commodity markets
- Excellent analytical problem-solving and communication skills
- Ability to work independently and collaboratively in a fast-paced global environment
- Direct experience in energy commodities or financial trading with a focus on power and gas is highly desirable
Additional Information :
All your information will be kept confidential according to EEO guidelines.
Remote Work :
No
Employment Type :
Full-time
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
We are a leader in the energy sector with a presence across the spectrum; from oil through to power, renewables and carbon credits. Every day we use our expertise to distribute energy around the world. We source from producers, refiners and intermediaries and deliver to refineries, ut ... View more
