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Quantitative analyst - risk models, wholesale energy

Permanent
First Recruitment International
Model
USD 200,700 a year
Posted: 13 June
Offer description

Role Snapshot Support risk management and trading decisions with robust quantitative modelling. Contribute to model development across pricing, valuation, and portfolio risk. Work in a collaborative, high-performing energy markets team. About our Client Our client is a leading integrated gentailer with a significant portfolio of generation and retail assets across Australia. With a strategic focus on decarbonisation and digital innovation, the organisation is committed to leading the transition to a low-carbon energy future. Its wholesale operations play a central role in delivering efficient, competitive, and risk-aware energy market participation. About the Role This is a key role within the wholesale energy risk team, supporting the development and maintenance of models used for risk assessment, forecasting, and pricing across generation and trading portfolios. Working closely with stakeholders in risk, trading, forecasting, and portfolio analytics, the successful candidate will help improve modelling accuracy, assess market exposure, and guide decision-making in a dynamic regulatory and market landscape. Key Responsibilities Design, implement and maintain quantitative models to support valuation, forecasting and risk analysis. Support risk and valuation metrics used to manage wholesale energy portfolios. Develop and refine simulation models for energy market exposure and P&L. Ensure alignment of models with evolving regulatory, trading, and risk requirements. Collaborate with data engineering and IT teams to improve modelling infrastructure. Contribute to documentation, governance, and validation of risk models. Support internal stakeholders with scenario analysis and stress testing. Interpret and communicate modelling insights to non-technical stakeholders. Business Coverage Electricity generation and retail portfolios. Wholesale trading and market operations. Risk, strategy, and commercial functions across the energy value chain. Candidate Profile Essential Strong quantitative background in applied mathematics, statistics, engineering, or physics. Hands-on experience with numerical modelling and statistical methods. Solid understanding of risk and valuation concepts in energy or financial markets. Programming proficiency (e.g. Python, R, MATLAB, or similar). Strong communication skills and ability to explain complex models clearly. Knowledge of the Australian energy market and National Electricity Market (NEM). Desirable Postgraduate qualifications in a quantitative field. Experience working in or alongside trading or risk management teams. Familiarity with time series analysis, stochastic modelling, or optimisation. Experience with data pipelines and cloud-based model deployment. What’s on Offer Senior technical role within a market-leading energy organisation. Engagement with high-impact commercial and risk decisions. Hybrid working with 2–3 days onsite per week. Attractive remuneration and long-term development opportunities. To express interest, please forward your CV and a brief cover note. For a confidential discussion, contact: Ivan Pignataro Director – D’Arcy Weil ivan@darcyweil.com | 0416 507 856 QuantitativeAnalyst RiskModelling EnergyMarkets WholesaleEnergy NEM PythonJobs EnergyRisk QuantJobs MelbourneJobs CleanEnergy EnergyTransition ModellingRoles Analytics ElectricityMarkets EnergyTrading ValuationModels

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