Quantitative Analyst, Market Risk

Vitol is looking for a quantitative risk professional to join our Market Risk team partnering directly with commercial teams to shape how we measure risk price complexity and allocate capital across a global commodities platform. This is a high-impact role for someone who enjoys building robust analytics challenging assumptions and translating quantitative insights into better trading and structuring decisions.

Youll sit close to the businessworking across portfolios and products (including options and structured exposures)with the mandate to improve models elevate risk transparency and help the firm take intelligent risk.

What youll do

• Support portfolio-level risk insight across commodities: VaR stressed VaR stress testing scenarios tail-risk and concentration analysis.
• Partner with traders on complex dealsbringing rigor to payoff design option modelling hedging intuition and risk/return assessment.
• Build and enhance models used in day-to-day risk taking (e.g. risk factor mapping volatility and correlation dynamics scenario generation portfolio aggregation).
• Turn analytics into decisions: deliver clear narratives on risk drivers convexity carry and what matters in adverse regimes.
• Drive improvements to tooling and data: help evolve internal risk systems dashboards and automated reporting with technology partners.
• Challenge and strengthen the framework: contribute to methodologies limits controls and governanceraising the bar on model quality and explainability.

What makes this role different

• Real commercial proximity: your work influences decisions not just reporting.
• Breadth complexity: multi-commodity portfolios options and structured riskwhere nonlinear exposures and tail events matter.
• Build not just run: strong scope to modernize approaches (e.g. improved stress libraries scenario design model validation and scalable analytics).

Qualifications :

What were looking for

• Degree (BS/MS/PhD) in a quantitative discipline (Math/Stats/Physics/Engineering/CS/Finance or similar).
• Strong understanding of commodities and derivatives including options and nonlinear risk.
• Demonstrated experience with VaR/stress testing/scenario analysis and the judgment to interpret them.
• Strong programming capability (typically Python; R/MATLAB also fine) and comfort working with large datasets.
• Ability to communicate clearly with senior stakeholdersturning technical outputs into actionable conclusions.
• Prior exposure to energy/commodities trading particularly power and gas is highly desirable

Additional (nice-to-have)

• Experience improving or owning methodologies (stressed VaR scenario design vol surface risk correlation regimes).
• Hands-on contribution to risk platforms/tools in partnership with engineering.
• Track record of supporting structuring and complex transactions particularly in power and gas markets.

Additional Information :

All your information will be kept confidential according to EEO guidelines.

Remote Work :

No

Employment Type :

Full-time