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Principal Quantitative Analyst

Posted 21 December 2023
Salary Competitive Salary (DOE)
LocationMelbourne
Job type Permanent
Discipline Energy Supply & TradingEnergy, ESG & Green Tech Finance
ReferenceDOLI-3DEC23
Contact NameDarcy Owen

Job description

About the role:

We are working with the trading arm of a global energy group, managing a diverse energy portfolio and providing trading risk management solutions globally. The ANZ Analytics team optimizes dispatchable assets, forecasts customer consumption, manages risk positions, assesses long-term prices, values hedging products, and shapes strategy. This role focuses on offering subject matter expertise and leadership for the quantitative models developed by the Analytics team, informing contracting decisions in the ANZ region and beyond.


Responsibilities:

  • Lead Quantitative Modelling in the analytics team, potentially managing 1-5 analysts.

  • Mentor junior team members and engage with trading teams for Gas and Electricity markets.

  • Oversee development, maintenance, and quality control of quantitative models.

  • Provide technical leadership, ensuring coding quality standards.

  • Drive efficiency improvements in modelling, collaborating with IT for automation.

  • Lead analytical requirements for large projects, ensuring high-quality, timely completion.

  • Proactively suggest new possibilities for analytics/projects and ensure compliance with safety standards.


Qualifications and Expertise:

  • 6 to 10 years of pertinent experience in the field

  • Tertiary degree in relevant discipline

  • Proficiency in technical programming, including SQL, Microsoft Excel, and coding in R and Python

  • Strong mathematical modelling aptitude

  • Valuable experience with option valuation models

  • Proficiency in statistical skills for data collection, organization, analysis, and interpretation

  • Exceptional analytical thinking and problem-solving abilities

  • Extensive involvement in developing novel models, tools, and techniques, involving a significant amount of experimentation

  • Leadership in project management and mentoring junior team members

  • Enhancing operational maturity through automation and industrialization of models, collaborating with IT teams to eliminate manual tasks.

  • Energy industry experience preferred


If you would like any more information about the role, reach out to me at: d.owen@greenrecruitmentcompany.com