The ideal candidate will have five or more years experience in risk analysis and structuring; a deep understanding of energy and financial markets; solid understanding of stochastic modeling and portfolio theory; strong excel, C++, Matlab, SAS or other analytical programming skills. PhD desired with background in Mathematics, Statistics or Finance. Will consider MSc/BA with adequate experience.

Requirements include: -Experience deriving VaR, Earnings at Risk and other risk measures, applying a variety of analytical methods -Experience deriving forward curves and volatility structures applying leading edge quantitative methods -Experience valuing complex commodity contracts with embedded optionality -Experience data mining transaction management systems to extract and manipulate data -Experience building asset optimization models, including storage and transmission models -Experience forecasting Expected Peak Collateral requirements for trading portfolios, contract and assets.

For more information or immediate consideration please reference Job #130 and submit your resume in Word format to: ian@comprehensiverecruiting.com