Letecia at Kogan Creek

Senior Quantitative Risk Analyst

Senior Quantitative Risk Analyst

About Us

 
At CS Energy we’re big enough to power change, small enough to empower you to make it happen.

Our vision is to be an Australian energy leader, renowned for our safe, reliable and affordable energy solutions. And we have a clear strategy to help us get there.

This includes continuing to deliver on our core business to generate and sell electricity; playing our part in powering Australian homes and businesses. We’re also looking to the future – diversifying our products, services, and technologies to stay competitive in an evolving market. And we’re delivering our strategy within a culture that puts safety first.

The Opportunity

Working as part of a collaborative and highly quantitative team, the role is responsible for assisting the Manager Risk Analytics in the development and execution of quantitative risk analysis, modelling, valuation and reporting on the various energy and financial risk exposures the Corporation is exposed to.

Duties include:
• Parameter management and calibration of CS Energy’s Market and Credit Risk systems
• Leading the design, validation and implementation of new risk measurement methodologies
• Leading the development of reports and papers
• Independent review and validation of stochastic and transactional pricing models
• Review and analysis of new products or market opportunities under consideration
You’ll also enjoy the support of a committed and engaged leadership team who share a genuine ambition to transform CS Energy’s business

About you

Our preferred candidate will possess the following experience:

• University qualification (Masters or PhD highly desirable) in a numerical discipline (e.g. statistics, mathematics, physics, economics, etc)
• 5+ years experience in a quantitative market risk role
• Strong quantitative knowledge including (but not limited to) derivative valuation, stochastic modelling and ‘at-risk’ measures (e.g. EaR and VaR)
• Experience using scientific programming languages (i.e. Matlab, R, Python) and SQL
• Experience generating reports and communicating technical and complex ideas to diverse audiences
• Electricity experience and AFMA accreditation are desirable but not essential

Job level Team Employment type
Professional Risk Analytics Full Time 

Download Role Purpose Statement (PDF 414KB)

How to Apply

You can apply for this position in 3 easy steps:

  1. Complete the application form below
  2. Upload your CV
  3. Click on Submit

Application details

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