Sr Advisor, Market Risk & Quants

Basic Function

This role will join a team that supports commodity trading activities by identifying, measuring, and reporting market and other risks, while helping ensure trading activity operates within approved limits and risk appetite. You will also help build and enhance market risk systems and tools, such as VaR, stress testing, and volume monitoring, used to monitor and analyze risk exposures.

• Produce timely and accurate global daily risk reports, including VaR and stress testing, and explain key drivers of change.
• Build and maintain systems used to calculate and report market risk, from position and price data through to published reporting.
• Provide commodity-level coverage for one or more trading desks, delivering clear risk assessments including key portfolio activity, risk drivers, and market developments.
• Collaborate closely with Product Control and other support functions to support holistic risk reporting.
• Support scenario analysis and modeling, maintain internal controls, and provide recommendations to management to ensure activities align with risk policies and regulatory requirements.

• Bachelor's degree in STEM, financial engineering, or another highly quantitative field
• Relevant experience in on‑trading floor (or similar environment) market risk and quantitative analysis or Python engineer‑level coding experience
• Expert‑level Python programming skills and strong experience managing large data sets using SQL and other tools

• Strong communication skills, with the ability to translate complex quantitative findings into clear, actionable insights for trading and management audiences, and to produce concise presentations of quantitative data
• Ability to thrive in a fast‑paced, open trading‑floor environment while managing multiple priorities
• Experience with physical energy trading protocols and financial instruments as applied in commodity trading
• Experience in model validation
• Experience with ETRM systems, especially Right Angle or Allegro
• Experience applying machine learning or advanced statistical modeling techniques to market risk or quantitative finance problems
• Experience architecting quantitative risk platforms, including data pipelines, calculation engines, and reporting layers
• Advanced degree in a highly quantitative field

Candidates must hold the legal right to live and work in the UK on a permanent basis, or the role they are applying for meets the criteria for employer sponsorship.

Phillips 66 is an Equal Opportunity Employer.