Vine Advisors is seeking a Risk Quantitative Manager who will be responsible for developing, designing, enhancing, and implementing/integrating methodologies and risk architectures for structured products and derivatives valuation. The candidate will possess hands-on development of risk models involving financial and physical commodities, interest rates, fixed income, and currency markets. Knowledge and exposure in both financial and physical commodity markets in energy and non-energy commodities. Will assure controls are designed and operating effectively. Will provide research and analytical support, as needed. Partner with us to experience the challenge of working with committed and inspired thought leaders dedicated to our clients’ success.
- Provide commodity market, volumetric, and credit risk measurement consulting services to leading energy, commodity trading, and marketing, utilities and oil, natural gas, power, and renewables companies.
- Develop market, credit, and operational risk architectures for energy and non-energy clients.
- Perform risk assessments on current and potential future risk exposures.
- Specialize in the valuation of commodity contracts and transactions.
- Provide consulting on hedges to structured programs/ products.
- Assist client teams design and develop Risk Management dashboard and detailed reports including but not limited to: Position, Mark to Market, At-Risk, Credit, Operational, and Enterprise Risk related executive and line management reports.
- Specific duties include: (1) developing and enhancing market and credit risk models for commodity portfolios within a dynamic and innovative environment; (2) applying strong analytical, quantitative, IT, and programming skills, including R, MATLAB, and Python, to develop a market, credit, and operational risk models; (3) performing quantitative analysis of market, credit and operational risk using stochastic calculus, Monte Carlo simulations, and econometrics.
- Analytical skills
- Commercial awareness and savvy
- Numerical skills
- Planning and organizational skills
- Ability to understand broader business issues
- Strong communication and presentation skills
- Strong knowledge of financial risk modeling techniques (e.g., credit risk, liquidity risk, or market risk) and simulation techniques (e.g., Monte Carlo)
- Advanced computer skills, especially proficiency with Microsoft Excel. Also, experience with Python, Visual Basic for Applications (VBA) and/or Structured Query Language (SQL) is a plus
- Proficient with at least one major statistical software program (e.g., Stata, SAS, SPSS, or R) to perform the job successfully
- Exhibit a high degree of professionalism and confidentiality in handling and having access to sensitive information
- Must be able to work effectively without direct supervision
- Ability to comprehend, interpret, apply and adhere to policies, procedures, and regulatory requirements
- Experience with Project Management tools (Salesforce or Microsoft Project)
- Experience with Commodity Trading & Risk Management (CTRM) solutions
- Bachelor’s degree in Economics, Finance, Statistics, Mathematics, or Actuarial Sciences, or in a quantitative field, or in a discipline that emphasizes independent research. Also, 5-7 years of work experience or coursework related to data management, financial analysis, and/or investment analysis is acceptable and may also be preferred.
- An advanced degree in a quantitative field (Quantitative Finance, Econometrics or Statistics, Computer Science) and/or progress towards professional certification, including CFA, FRM, or PRM may also be preferred.
- Health Insurance (Medical, Vision, Dental)
- 401(k) Plan with matching