Company Overview:

GasCo is Singapore's trusted energy enabler, committed to ensuring a secure, stable, and competitively priced gas supply to meet the nation's electricity needs. Established under the Energy Market Authority's initiative to centralise gas procurement, GasCo plays a vital role in safeguarding national energy security and supporting Singapore's economic continuity.

We are looking for a Senior Quantitative Risk Analyst with deep expertise in risk analytics to join our growing team.

Position Overview: The Senior Quantitative Risk Analyst plays a critical role in supporting GasCo's growth, delivering advanced quantitative risk analysis and modelling within the COO-Risk function. The role applies strong statistical, mathematical, and programming expertise to develop and implement risk measures such as Value-at-Risk, stress testing, and the valuation of complex trading strategies, including development of forward curves, Monte Carlo simulations, and non-linear valuation. It is a hands-on position where the analyst is expected to proactively take on ad hoc tasks and acquire new skills to grow within the Risk team. In addition to core quantitative work, the role requires flexibility to support product control, trade operations, and enterprise risk management, thereby enhancing risk oversight and ensuring operational resilience in the dynamic LNG trading environment.

Job Responsibilities:

Quantitative Risk & Analytics

Design, maintain and refine quantitative models for market risk measurement, including Value-at-Risk methodologies, stress testing, expected shortfall, scenario analysis, etc.
Work closely with other functions to ensure models developed are well-documented and in compliance with regulatory standards (e.g. Basel III/IV, IFRS 9, etc.)
Design, maintain, and refine models for valuing complex non-linear instruments, including derivatives and real options, ensuring accurate calibration of volatility curves
Work closely with Product Control and vendors to develop and maintain linear/non-linear forward curves (i.e. commodity, FX, Interest Rates, etc.)
Translate complex quantitative findings into clear reports and presentations for senior management which includes preparing risk dashboards and analytics
Support automation of risk processes through programming and data analytics
Work closely with IT and other functional teams on model implementation, system integration, and data analytics

Other Ad Hoc Duties

Provide support across Product Control, Trade Operations, and other areas within the COO function, including both ongoing coverage and ad hoc responsibilities

Job Requirements:

Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics or related field
4 to 8 years of experience in market risk or risk analytics roles within energy trading or commodities industry is preferred
Strong knowledge of LNG and oil markets, including trading fundamentals, structuring, and risk management
Solid background in quantitative finance, statistics, and probability
Deep understanding of trading P&L, valuation, and market risk metrics (i.e. options, Greeks, Monte Carlo simulations, etc.)
Robust analytical skills with hands-on experience in quantitative tools, financial models, and scripting languages (e.g. Python, SQL); familiarity with software development processes and object-oriented programming (e.g. C++, Java) is advantageous
Well-versed in commodities trading workflows; experience with ETRM systems is highly preferred
Strong communications skills with the ability to work effectively with diverse stakeholders, including traders, technical teams, and external counterparts
Flexible, agile, and capable of thriving in a dynamic, fast-paced trading environment