Quantitative Risk Manager

A company in San Diego is looking for a Quantitative Risk Manager to join their team! This individual will be responsible for leading and managing the quantitative risk team. In the role of quantitative risk, provides strategic leadership and regulatory support for several key Enterprise functions, including the Risk Assessment Mitigation Phase (RAMP) and Safety Model Assessment Proceeding (SMAP). The strategy and analysis created by this position allows business units to utilize consistent methods to incorporate risk management concepts into project and capital prioritization. Works with leadership to ensure that company priorities and values are considered in risk-informed decision making. Provides risk assessment to various business units to assist decision making for new contracts and projects. Works with Asset Management and other business units to ensure proper usage and analysis of data. This is a hybrid position, needing to be onsite three days per week.

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Master's Degree in Business, Economics, or similar
8+ years Business/finance/risk management experience applying financial and quantitative assessment of portfolios
Experience within the energy field
Experience and deep knowledge in the quantification of risk and associated methodologies such as Cash flow mapping of transactions/positions, Monte Carlo, Diversified VaR, component VaR, Stress testing, and risk slides

People management experience

Benefit packages for this role will start on the 1st day of employment and include medical, dental, and vision insurance, as well as HSA, FSA, and DCFSA account options, and 401k retirement account access with employer matching. Employees in this role are also entitled to paid sick leave and/or other paid time off as provided by applicable law.