Quantitative Portfolio Manager

SmartestEnergy

. Develop, maintain, enhance, and utilize quantitative models and tools to estimate and manage risks embedded within the company's energy portfolio .

Posted 10/17/2026full-timeNew York City • New York • United StatesMid-LevelSenior💰 $165,000 - $225,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in quantitative risk analytics and portfolio management within the energy sector, utilizing advanced modeling techniques and tools to assess and manage risks effectively. Proficient in programming languages and statistical methods to support trading and risk management activities.

Highest-signal resume keywords

Quantitative Risk AnalyticsPortfolio ManagementR ProgrammingPython ProgrammingStatistical Modeling

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative FinanceRisk Measurement TechniquesTime Series ForecastingRegression ModelingMachine Learning TechniquesMonte Carlo SimulationOptimization MethodologiesFinancial Performance AnalysisHedge Effectiveness EvaluationRisk Metrics Calculation

Soft Skills

Analytical SkillsProblem-Solving SkillsEffective CommunicationAttention to DetailIntellectual Curiosity

Tools & Technologies

SQLExcelStatistical Modeling PackagesAutomated Reporting SolutionsStochastic Simulation Frameworks

Industry Keywords

US Energy MarketsCommodity MarketsISO MarketsPJMNYISOISO-NEERCOTEnergy Hedging StrategiesEnvironmental ProductsCapacity Markets

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Develop, maintain, enhance, and utilize quantitative models and tools to estimate and manage risks embedded within the company's energy portfolio
Support Trading and Risk Management activities through analyses of price and volume risk, hedge effectiveness, asset optimization, and financial performance
Model energy portfolios including retail power sales contracts, power and gas hedges, renewable asset PPAs, BESS, heat rate call options, and environmental products
Ensure portfolio positions are accurately captured, reconciled, and represented in valuation and risk measurement processes
Develop and maintain stochastic simulation frameworks to quantify portfolio risk and expected financial outcomes
Calibrate correlated risk factor models and model forward curve evolution and spot market dynamics
Analyze and forecast retail customer composition, consumption patterns, and load characteristics
Identify optimal hedge strategies and evaluate hedge performance, effectiveness, costs, and residual exposures
Calculate risk metrics including Gross Margin at Risk, Value at Risk, and Expected Shortfall
Evaluate portfolio sensitivities and tail-risk exposures under market and operational scenarios
Develop tools providing visibility into portfolio exposures and risk concentrations
Support structuring activities through analytical modeling and evaluate proposed customer transactions
Analyze regulatory and market structure changes affecting portfolio performance
Document, validate, and govern models; improve data quality and analytics processes
Develop scalable analytical tools and automated reporting solutions while maintaining model transparency and audit readiness

Requirements

What you’ll need

Bachelor's degree in Quantitative Finance, Engineering, Mathematics, Statistics, Computer Science, Data Science, or a related quantitative discipline
Master's degree preferred
3–7+ years of experience in US energy or commodity markets, including quantitative risk analytics, structuring, or portfolio management
Experience in electricity markets preferred
Familiarity with ISO markets such as PJM, NYISO, ISO-NE, or ERCOT preferred
Experience with portfolio risk measurement and calculation techniques
Proficiency with R, Python, SQL, and Excel
Experience with statistical modeling packages
Knowledge of quantitative finance, risk analytics, time series forecasting, regression modeling, machine learning techniques, Monte Carlo simulation, optimization methodologies, and forecasting methodologies
Understanding of forward and spot power markets, load-following power sales, energy hedging strategies, environmental products, load forecasting methodologies, capacity markets, and ancillary services
Strong analytical and problem-solving skills
Ability to translate complex quantitative findings into business recommendations
Attention to detail and intellectual curiosity
Commercial mindset
Effective communication and presentation skills
Ability to work independently and manage competing priorities