About the Role
Grade Level (for internal use): 10
The Team: Platts is seeking an experienced Quantitative Analyst for its Commodity Risk Solutions team. We deliver solutions that support commodity risk functions across global energy markets, specializing in quantitatively derived forward curves for markets and periods with limited liquidity. Our multi‑disciplinary team spans the globe and owns the design, development, and operation of our models.
Responsibilities and Impact
- Develop quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB, Python, SQL
- Maintain, enhance, and validate existing forward curve models while ensuring internal and external methodologies remain current
- Ensure accurate and timely daily publication of forward curves
- Respond to client requests and inquiries with supporting data and other insights
- Collaborate with internal stakeholders to support ongoing product enhancements
- Serve as backup coverage for other global team members as required
Basic Required Qualifications
- Advanced Degree preferred in similar fields. Minimum BA/BS in Physics, Economics, Finance, or Engineering.
- Proven work experience performing commodity quantitative or market analysis in one or more of the following markets: Crude Oil; Refined Products; Electricity; Natural Gas; LNG
- Regional commodity experience from Europe/Middle East or Asia.
- Experience with Risk Management, forward curves and/or volatility is essential.
- Experience using the following tool/technologies required: Scientific Programming (Matlab/Python/R/SAS), SQL databases, and MS Excel.
- Displays well‑rounded communication skills that implement good listening techniques, clear, concise writing style and good verbal skills. Ability to communicate across a wide range of groups and personalities internally and externally.
- Works well in a team environment, focusing on collaboration and adapting to the needs of a diverse team.
- Adept at managing multiple tasks and adhering to regular deadlines. Able to adjust priorities throughout the day.
- Self‑Starter required – you will be working remotely from management and must be able to diligently pursue tasks and manage priorities.
- The ideal candidate will be comfortable developing quantitatively derived forward curves in coordination with other experts in the company, as well as implementing them in an everyday, without‑fail environment, with little direct supervision.
Benefits
We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global.
- Health & Wellness: Health care coverage designed for the mind and body.
- Flexible Downtime: Generous time off helps keep you energized for your time on.
- Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
- Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company‑matched student loan contribution, and financial wellness programs.
- Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best‑in‑class benefits for families.
- Beyond the Basics: From retail discounts to referral incentive awards – small perks can make a big difference.
Equal Opportunity Employer
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.
If you need an accommodation during the application process due to a disability, please send an email to: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person.
US Candidates Only: Know Your Rights – Workplace discrimination is illegal.
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