full-time
Quantitative Portfolio Manager
SmartestEnergy US
- Employer
- SmartestEnergy US
- Location
- New York
- Working pattern
- hybrid
About the role
Develop and maintain quantitative models and tools to measure energy portfolio risks, forecast market and load dynamics, and assess hedge effectiveness and financial outcomes. Support trading, risk management, and commercial decisions through scenario analysis, transaction modeling, risk reporting, and governed analytical tools. A bachelor's degree in a quantitative discipline is required, with a master's degree preferred, along with 3–7+ years of experience in US energy or commodity markets. Candidates should bring quantitative risk and modeling expertise, proficiency in R or Python, SQL, and Excel, and knowledge of energy markets and portfolio hedging.