Energy Trading and Financial Risk Management Engineer

Job Summary:

A Financial Engineer in the energy trading sector plays a crucial role in developing and implementing quantitative models and strategies to optimize trading operations and manage financial risks. Below are the key responsibilities, qualifications, and skills required for this position.

Responsibilities:

• Model Development: Design and implement quantitative models for pricing, risk assessment, and trading strategies specific to energy markets, including derivatives and structured products.
• Loss control : Provide loss control framework and monitoring how to prevent losses caused by economic factors or hazards.  Implementing principles driving effective loss control, such as risk avoidance, loss prevention or business/product diversification.
• Data Analysis: Analyze large datasets to extract actionable insights related to market trends, price forecasts, and risk management.
• Simulation and Forecasting: Utilize simulation tools to perform power system simulations and conduct forecasting analyses related to energy prices and credit loss.
• Collaboration: Work closely with traders, risk managers, and other stakeholders to ensure alignment on trading strategies and risk management practices.
• Client Interaction: Engage with clients to understand their needs, provide insights on market conditions, and validate models and pricing structures.
• Regulatory Compliance: Ensure that all trading activities comply with relevant regulations and internal policies.
• Technical Development: Write and maintain high-quality code for financial applications, primarily using programming languages such as Python and Java.
• Continuous Improvement: Proactively seek opportunities to enhance existing financial models and systems, adapting to changing market conditions.

Qualifications:

• Education: A Master's degree or PhD in a quantitative field such as Finance, Mathematics, Engineering, or Computer Science.
• Experience: A minimum of 5 years in a quantitative finance and risk management role, preferably within energy trading or related sectors.
• Technical Skills: Proficiency in programming languages (Python) is a must and experience with statistical analysis tools and financial modeling software.
• Industry Knowledge: Understanding of energy markets (in particular United States, Australia and Japan), trading strategies, and risk management practices.
• Certifications like the CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) is preferable.
• Desirable experience in the  financial risk management space.
• Systems: Hands on experience using risk  management systems.

Skills:

• Analytical Skills: Exceptional ability to analyze complex data and translate it into actionable insights.
• Communication: Strong verbal and written communication skills to effectively interact with clients and team members across front middle and back-office roles.
• Problem-Solving: Ability to tackle technical challenges and develop innovative solutions in a fast-paced environment.
• Teamwork: Proven ability to collaborate with cross-functional teams, including traders, engineers, and analysts.
• Adaptability: Willingness to learn and adapt to new technologies and market developments.

This role is essential for driving profitability and ensuring effective risk management in energy trading operations across Banpu Group, leveraging advanced quantitative techniques and a deep understanding of market dynamics.

Remark: Per the company’s policy, this position requires a criminal record information as one of the employment criterias. 

Work Location: Thanapoom Tower, New Petchburi Rd. 

Only shortlisted candidates will be contacted.