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Senior Quantitative Risk Analyst

Job description

Company Overview: GasCo is Singapore’s trusted energy enabler, committed to ensuring a secure, stable, and competitively priced gas supply to meet the nation's electricity needs. Established under the Energy Market Authority's initiative to centralise gas procurement, GasCo plays a vital role in safeguarding national energy security and supporting Singapore's economic continuity. We are looking for a Senior Quantitative Risk Analyst with deep expertise in risk analytics to join our growing team… Job Description: * Develop and implement quantitative risk models for gas procurement and portfolio management, including but not limited to, value-at-risk (VaR), stress testing, and scenario analysis. * Conduct in-depth analysis of market data, including gas prices, supply and demand, and other relevant economic indicators to identify and assess potential risks. * Collaborate with trading, risk, and finance teams to identify and quantify risks associated with market positions and hedging strategies. * Validate and maintain risk models, ensuring their accuracy and reliability. * Monitor and report on key risk metrics, providing insights and recommendations to senior management. * Stay up-to-date with the latest developments in quantitative risk management and market regulations. * Lead and mentor junior analysts, providing guidance and training as needed. Requirements: * Bachelor's or Master's degree in a quantitative field such as Finance, Economics, Mathematics, Physics, or a related discipline. * Minimum 5 years of experience in quantitative risk management, preferably in the energy sector. * Strong understanding of financial modeling, statistical analysis, and econometrics. * Proficiency in programming languages such as Python or R. * Experience with risk management software and databases. * Excellent analytical and problem-solving skills. * Strong communication and interpersonal skills. * Ability to work independently and as part of a team. Benefits: * Competitive salary * Comprehensive benefits package * Opportunity to work in a dynamic and growing environment * Be a part of an organization contributing to Singapore’s energy security

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Company information

Company
Singapore GasCo
Location
Singapore
Singapore
Posted
6 months ago

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