More jobs:
Quantitative Risk Researcher, Commodity Risk Analytics
Job in
New York, New York County, New York, 10038, USA
Listed on 2026-02-16
Listing for:
Balyasny Asset Management, L.P.
Full Time
position Listed on 2026-02-16
Job specializations:
-
Finance & Banking
Financial Consultant, Data Scientist
Job Description & How to Apply Below
Quantitative Risk Researcher, Commodity Risk Analytics (New York, NY):
Develop financial valuation models and portfolio optimization models for Physical Energy Structured products and derivatives, such as Natural Gas Transportation, Natural Gas Storage, Gas Plants, Power Tolling Agreement/ HRCO, PPAs, Exotic Options, and FTRs. Calibrate models to market data and maintain existing model infrastructure. Construct Forward Curves for energy products and feed them to downstream systems. Work with quantitative commodities risk assessment and analytics in the physical US Gas and Power markets;
valuing and modeling physical generation assets and structured energy instruments, including both physical and financial gas and power transactions, gas transportation, power tolls, HRCOs, PPAs, options, and all related energy commodity transactions; determining the volumetric impacts of seasonality and weather on overall portfolio; ERTM; forward curve modeling; and, programming in Python and SQL. Reqs. Master's degr + 3 yrs of exp.
Salary Range: $ - $/yr.
Scroll down the page to see all associated job requirements, and any responsibilities successful candidates can expect.
Email resume to or mail resume to Hannah Ogren, Balyasny Asset Management, L.P., 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must # AL39BA
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Location:
PECK SLIP, NY - 10060
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