Quantitative Researcher Job New York New York USA,Finance & Banking

Location: New York

New York (NY), Greenwich (CT), or Houston (TX)

Cititec are working with a top Fund who are building a new US Power & Gas trading platform from scratch, and who are looking for a senior quantitative researcher to help design and own the modelling, pricing, and risk analytics underpinning their FTR trading business.

What you’ll do

Build and own FTR pricing, congestion, and risk models across US power markets
Develop power & gas curves, term structures, volatility surfaces, and seasonality-aware risk models
Support FTR trading and auctions with robust analytics and portfolio tools
Design risk analytics including stress testing, P&L attribution, factor/PCA decomposition, and liquidity analysis
Model physical and structured assets (e.g. transmission, power tolls, gas storage)
Partner closely with PMs, traders, Risk, and Technology to embed research into production systems

What we’re looking for

10+ years as a commodities quant / strategist / quantitative risk professional
Deep expertise in US Physical Power and Gas
Strong academic background (Master’s or PhD in a quantitative field)
Proven experience modelling physical commodities and structured transactions
Comfortable operating in a greenfield, build-from-zero environment

Nice to have

Direct experience and knowledge with FTR Trading
Factor models, PCA, or ML applied to commodities risk or P&L

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