Senior Quantitative Risk Analyst

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 val...