Quantitative Risk Analyst

Company Description

Greenwich Commodities is an energy trading company mainly based in the US, with operational hubs in Metro Detroit, Michigan, Metro Denver, Colorado and Singapore. We specialize in Financial Transmission Rights (FTR) trading and Day-Ahead (DART) trading within wholesale competitive electricity markets across the United States. Our mission is to contribute to a smart and sustainable energy future by leveraging quantitative analysis, energy fundamentals, and market intelligence to trade in competitive energy markets.

Position Summary

Greenwich Commodities is seeking a highly motivated Quantitative Risk Analyst to join its risk and analytics team. The successful candidate will be responsible for identifying, measuring, monitoring, and evaluating market risks associated with the firm's power trading portfolios.

Working closely with traders, management, and analytical personnel, the Quantitative Risk Analyst will provide independent risk oversight, quantitative analysis, and market intelligence to support disciplined trading and commercial decision-making. The role combines quantitative modeling, market fundamentals research, portfolio analytics, and risk management within North American power markets.

The successful candidate will initially work at the company's Troy, Michigan office for approximately one year to gain hands-on experience with Greenwich Commodities' trading operations, risk management framework, and analytical processes. Upon successful completion of the training period, the employee will transfer to Greenwich Analytics Pte. Ltd. in Singapore.

The Quantitative Risk Analyst must be able to coordinate effectively with the US trading teams across multiple time zones.

This position offers a unique opportunity to develop expertise in quantitative risk management, energy trading analytics, and international power markets while contributing to Greenwich Commodities' long-term expansion into Asia-Pacific energy markets.

Key Responsibilities

• Risk Management and Portfolio Analytics
• Monitor, measure, and report risks associated with power trading portfolios.
• Perform exposure analysis, profit-and-loss attribution, stress testing, and scenario analysis.
• Identify key risk drivers, emerging risks, and significant portfolio concentrations.
• Quantitative Research and Market Analysis
• Develop and maintain quantitative models, analytical tools, and risk reporting systems.
• Analyze power market fundamentals, including supply, demand, weather, fuel markets, transmission constraints, and regulatory developments.
• Conduct data analysis to support risk assessment, market intelligence, and trading decisions.
• Trading Support and Risk Governance
• Provide independent risk evaluation and analytical support to traders and management.
• Assist in evaluating trading strategies, market opportunities, and portfolio performance.
• Prepare periodic risk reports and support the implementation of risk management policies, procedures, and controls.

Qualifications

Education

Bachelor's degree or higher in Finance, Economics, Mathematics, Statistics, Engineering, Physics, Data Science, or a related quantitative discipline.

Experience

• Experience in risk analysis, quantitative research, commodity trading, energy markets, financial markets, or related analytical fields is preferred.
• Working experiences and knowledge of North American power markets is desirable but not required.
• Internship or professional experience in trading, risk management, analytics, or energy markets is advantageous.

Technical Skills

• Strong analytical and quantitative problem-solving abilities.
• Proficiency in Microsoft Excel and advanced data analysis techniques.
• Experience with Python, SQL, R, MATLAB, or similar analytical programming languages is preferred.
• Ability to analyze and interpret large datasets and complex market information.
• Familiarity with statistical analysis, quantitative modeling, and risk measurement concepts is desirable.
• Personal Attributes
• Strong attention to detail and accuracy.
• Intellectual curiosity and a passion for quantitative analysis.
• Excellent communication and presentation skills.
• Ability to work independently and collaboratively in a fast-paced environment.
• Strong organizational and time-management skills.
• Ability to coordinate effectively with colleagues and counterparties across multiple time zones.
• Willingness to relocate internationally following the initial training period in the United States.

Work Authorization

Singapore Citizens and Singapore Permanent Residents are strongly encouraged to apply.

For qualified candidates who are not Singapore Citizens or Permanent Residents, Greenwich Analytics Pte. Ltd. may sponsor the appropriate Singapore work authorization, including Employment Pass sponsorship, subject to applicable laws and regulatory requirements.

Compensation

The annual base salary for this position is expected to range from USD $75,000 to USD $125,000, depending on qualifications, experience, technical skills, and market expertise.

Additional compensation may include performance-based bonuses and other benefits offered by Greenwich Commodities LLC and/or Greenwich Analytics Pte. Ltd., subject to applicable company policies.

Compensation will be reviewed periodically and may be adjusted based on individual performance, business needs, and market conditions.

Career Development

The successful candidate will receive direct exposure to North American power markets, quantitative risk management practices, and commodity trading operations. Following the initial assignment in the United States, the employee will join Greenwich Analytics in Singapore and contribute to the firm's continued growth and potential expansion into Australian and Japanese power markets.

This role offers a clear pathway for advancement into senior risk management, quantitative research, portfolio analytics, and trading-related positions within the Greenwich Commodities group.