Quantitative Analyst job in San Diego, CA| Recruit Arrow
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Quantitative Analyst
Location : California, San Diego
Refer job # RHTI341143
 
Job Responsibilities and Requirements: Essential Duties and Responsibilities: Develop financial engineering solutions for commodity transactions. Model typical energy derivative structures, such caps, floors, collars, swaptions, spread options etc. 20% Study fundamentals of the bulk transmission system (generation, load, network topology, fuel cost, imports/ exports) and use power flow/ optimization software to analyze Hub/ Zone/ Node locational marginal price components. 20% Follow up and update the group on proposed changes to the transmission system, and their impact on locational marginal price components. 20% Develop pricing and hedging strategies for retail transaction cost components based on bulk transmission system studies. 20% Assist the analytics group in calculating and maintaining inputs for various pricing model and methodologies. Requirements Master s degree in Financial Engineering and 12 months experience as a Commodity Portfolio Manager with energy market exposure - Advanced mathematics skill as evidenced by minimum 6 credit hours high level math courses including Stochastic Calculus, Derivatives Pricing, Optimization Models in Finance, Partial Differential Equations, and Numerical Analysis -C++ certification - Financial Risk Manager - Certified by the Global Association of Risk Professionals Equal Opportunity Employer of Minorities, Females, Protected Veterans, and Individuals with Disabilities.
 
 
 
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