Lead Crude Quantitative Risk Modeler

What role you will play in our team

What you will do

• Develop, validate, maintain quantitative valuation models of Crude Oil markets.
• Develop, validate, maintain and support risk management models for Trading Strategies, Risk Management, Real Options Valuation, and Simulation of Forward Curves.
• Conduct quantitative analysis of structured deals to support market-based asset valuations and design hedging strategies.
• Apply advanced statistical analysis into the design, analysis, implementation, and refinement of scenario analysis and stress test methodologies and tools.
• Model and estimate volatilities and correlations, both historical and implied.
• Provide recommendations for improvement and enhancement of risk management models
• Effectively communicate recommendations on complex topics to a variety of constituents, including Management, Traders, Originators and Risk Management.
• Work on Quantitative Analysis topics as required based on evolving needs of this dynamic Risk organization