Senior Quantitative Risk Analyst

About the role

We are looking for a Senior Quantitative Risk Analyst to join S&P Global Energy’s Commodity Risk Solutions team. You will develop and publish forward‑curve models for illiquid energy commodities, working closely with sales, product management and editorial teams to deliver market‑leading solutions.

Key responsibilities

• Design and implement algorithms for forward pricing points in illiquid locations/commodities.
• Code solutions in Matlab and SQL, and maintain related documentation.
• Perform quantitative, analytic and statistical modelling to support curve development.
• Ensure daily publication of forward curves and monitor their performance.
• Respond to client enquiries for data, analysis and custom solutions.
• Collaborate with sales and product teams to define market opportunities and communicate product value.

Required profile

• Proven experience in commodity quantitative or market analysis (e.g., crude oil, refined products, electricity, natural gas, LNG, metals).
• Regional expertise in Europe, the Middle East or Asia.
• Solid background in risk management, forward curves and volatility.
• Excellent written and verbal communication skills across diverse stakeholder groups.
• Strong teamwork orientation and ability to manage multiple tasks against deadlines.

Required skills

• Scientific programming: Matlab, Python, R or SAS.
• SQL database querying and manipulation.
• Advanced Microsoft Excel.

What we offer

• Steep learning curve across multiple commodity markets and advanced analytics.
• Hands‑on experience with Matlab, SQL and Excel in a largely independent development environment.
• Close collaboration with product management and editorial teams.
• Opportunity to shape and publish market‑leading forward‑curve products.