Financial Quantitative Analyst; Energy Trader

Overview

Financial Quantitative Analyst (Energy Trader). Solea Energy, LLC. Overland Park, Kansas. Responsible for quantitatively analyzing and trading various ISOs (Independent System Operators) across North America. Apply mathematical techniques to address practical issues in finance, including derivative valuation, securities trading, risk management, or financial market regulation. Research analytical tools to address issues such as portfolio construction and optimization, performance measurement, attribution, profit and loss measurement, and pricing models.

Research trends in energy policy, renewable power, transmission expansion, electrification, and demand response, and assess their commercial impact. Conduct quantitative trading research on SPPISO. Create reports and studies to help trading team make decisions. Apply mathematical analysis to predict future congestion and pricing outcomes of power markets. Interpret results of financial analysis procedures. Develop core analytical capabilities using advanced quantitative techniques.

Recommend model specifications and data collection methods. Maintain and modify all financial analytic models in use. Apply independent models and tools to help verify the results of analytical systems. Consult traders or other financial industry personnel to determine the need for new or improved analytical applications. Research new financial products and analytics to determine their usefulness.

Requires a Masters degree in Mathematics, Statistics, or a closely related degree. Demonstrated knowledge of numerical methods for integral equations and ordinary differential equations. Demonstrated knowledge of modes of convergence of sequences of random variables, ergodic theorems, Markov chains, and stochastic processes. Demonstrated knowledge of rigorous equilibrium statistics. Demonstrated knowledge of functional equations and applications to fields of analysis, including integration and measure, integral equations, ordinary and partial differential equations, and ergodic theory.

Demonstrated knowledge of computer programming languages Fortran and C++. Knowledge may be gained during post-secondary degree program.

Telecommuting from any location in the U.S. is an option for this position. To apply, send rsums to Andrew King, Trader, Solea Energy, LLC, 9300 W. 110th Street, Suite 350, Overland Park, Kansas 66210 or by email at