Head of Quantitative Analytics
Motiva Enterprises LLC

General Function

The Quantitative Risk Analytics function is responsible for quantifying and efficiently understanding risk-adjusted returns and potential losses because of market, credit, liquidity, operational, model, and other risks. To achieve the functional goals, they will partner with business units across Motiva Trading. The role exists within the Middle Office and reports to the broader Finance organization.

Position Overview - Head of Quantitative Risk Analytics

• Reports directly to the Chief Risk Officer. Key authority on all matters related to quantitative risk within Motiva Trading
• Manages a team of qualified Quants and Subject Matter Experts to deliver the goals of the Quantitative Risk Function

Responsibilities:

Specific job duties or deliverables that the position requires which will also measure performance:

• Highest authority on risk modeling methodologies (value-at-risk, volumetric risk, expected shortfall, credit valuation adjustment, potential future exposure, and expected exposure).
• Technically own all risk modeling, handling all aspects of development, maintenance, validation, and governance.
• Support decision making on new contracts and contribute to Risk Management Policy
• Communication of complex trading analytics to company leadership through reports and presentations.
• Development of Quantitative capabilities within the Risk Management staff

Experience and Qualifications Required:

Basic Qualifications:

Areas in this section will remove anyone from the consideration that does not meet basic qualifications, and these are auditable during Department of Labor or OFCCP audits.

• Ph.D. in Mathematics, Engineering, or Physics
• Minimum 10 Years of quantitative energy experience
• Active within the Risk community by presenting at events and publishing papers
• Experienced manager of quantitative analysts
• Strong presentation and communication skills interacting with C level stakeholders

• Proficient in a variety of programming languages

Preferred Qualifications:

• 20+ Years of quantitative energy experience
• Derivatives pricing, trade floor support, operational risk, software development
• System implementations for ETRMs and Risk Analytics platforms

History of developing energy Value at Risk solutions, including Parametric, Historical, and Monte Carlo variants

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