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Quantitative Risk Researcher, Commodity Risk AnalyticsBalyasny Asset Management, L.P.United States
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Quantitative Risk Researcher, Commodity Risk Analytics

Balyasny Asset Management, L.P.
  • US
    United States
  • US
    United States

À propos

Quantitative Risk Researcher, Commodity Risk Analytics (New York, NY): Develop financial valuation models and portfolio optimization models for Physical Energy Structured products and derivatives, such as Natural Gas Transportation, Natural Gas Storage, Gas Plants, Power Tolling Agreement/ HRCO, PPAs, Exotic Options, and FTRs. Calibrate models to market data and maintain existing model infrastructure. Construct Forward Curves for energy products and feed them to downstream systems. Work with quantitative commodities risk assessment and analytics in the physical US Gas and Power markets; valuing and modeling physical generation assets and structured energy instruments, including both physical and financial gas and power transactions, gas transportation, power tolls, HRCOs, PPAs, options, and all related energy commodity transactions; determining the volumetric impacts of seasonality and weather on overall portfolio; ERTM; forward curve modeling; and, programming in Python and SQL. Reqs. Master's degr + 3 yrs of exp. Salary Range: $230,000.00 - $260,000.00/yr. Email resume to or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL39BAMNY. No phone calls. xmvmafu
The following information aims to provide potential candidates with a better understanding of the requirements for this role.
JobiqoTJN. , Location: PECK SLIP, NY - 10060
  • United States

Compétences linguistiques

  • English
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