Senior Quantitative Risk Analyst
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.
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.
• 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
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
Download Role Purpose Statement (PDF 414KB)
How to Apply
You can apply for this position in 3 easy steps:
- Complete the application form below
- Upload your CV
- Click on Submit
General Privacy Statement
By completing this application form, you agree that CS Energy may use the information you provide to make contact with you and to progress your application.
This information may also form part of your employee profile if you are successful in obtaining a position with us.
If you do not provide all required information, or consent to CS Energy’s advised use of that information, we may not be able to progress your application.
CS Energy is an equal opportunity employer and is committed to building an inclusive and diverse workplace. By providing the following information, you agree that CS Energy may use depersonalised diversity data for our business purposes. This information may also form part of your employee profile if you are successful in obtaining a position with us.
Mandatory field(s) marked with *