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S&P Global

Quantitative Risk Analyst

1w

S&P Global

London, GB · Full-time · £85,000 – £120,000

About this role

Platts seeks an experienced Quantitative Analyst for its Commodity Risk Solutions team at S&P Global. The team delivers solutions supporting commodity risk functions across global energy markets. They specialize in quantitatively derived forward curves for markets and periods with limited liquidity.

The multi-disciplinary team spans the globe and owns the design, development, and operation of models. Develop quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB, Python, SQL. Maintain, enhance, and validate existing forward curve models to keep methodologies current.

Ensure accurate and timely daily publication of forward curves while responding to client requests with supporting data and insights. Collaborate with internal stakeholders to support ongoing product enhancements. Serve as backup coverage for other global team members as required.

Join S&P Global Energy to advance essential intelligence through trusted data, expertise, and technology. Enable customers to make superior decisions in energy and commodities markets. Work remotely as a self-starter in a collaborative, global environment.

Requirements

  • Advanced Degree preferred; minimum BA/BS in Physics, Economics, Finance, or Engineering
  • Proven work experience performing commodity quantitative or market analysis in Crude Oil, Refined Products, Electricity, Natural Gas, or LNG
  • Regional commodity experience from Europe/Middle East or Asia
  • Experience with Risk Management, forward curves and/or volatility
  • Experience using Scientific Programming (Matlab/Python/R/SAS), SQL databases, and MS Excel
  • Well-rounded communication skills with clear writing and verbal abilities across diverse groups
  • Ability to manage multiple tasks, adhere to deadlines, and adjust priorities
  • Self-starter able to work remotely with little direct supervision

Responsibilities

  • Develop quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB, Python, SQL
  • Maintain, enhance, and validate existing forward curve models while ensuring methodologies remain current
  • Ensure accurate and timely daily publication of forward curves
  • Respond to client requests and inquiries with supporting data and other insights
  • Collaborate with internal stakeholders to support ongoing product enhancements
  • Serve as backup coverage for other global team members as required

Benefits

  • Work remotely as a self-starter managing priorities independently
  • Collaborate with a multi-disciplinary global team
  • Contribute to solutions advancing essential intelligence at S&P Global