Quantitative Risk Manager

Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models for valuation, risk assessment, and explanation of exposures across physical and financial natural gas, LNG, and power portfolios within a commodity trading business. Partner with trading, origination, structuring, middle office, risk, technology, and finance to deliver decision-quality analytics, robust model governance, and scalable reporting. Build and maintain models for optional/structured transactions (storage, transport, tolling, heat-rate optionality, basis/spread, swing optionality) and support mark-to-market, forward curve construction, volatility surfaces, scenario analysis, and P&L attribution. Lead or support model governance, documentation, testing, validation readiness, and remediation of limitations. Develop scalable analytics in Python, integrate with ETRM/CTRM systems (Endur, Allegro, ZEMA), and create dashboards for stakeholders. Requirements include advanced Python skills, knowledge of statistics and stochastic modeling, experience with data visualization, and the ability to communicate complex quantitative results to both technical and non-technical audiences. Education includes a Bachelor's degree required and a Master’s/PhD preferred in related quantitative fields. Expansion Energy emphasizes diversity and equitable treatment of applicants.