Quantitative Risk Manager

STX Commodities is seeking a Quantitative Risk Manager in Mexico City to develop EAC market models for price forecasting and analyze renewable energy markets. The role involves collaboration with traders and analysts to enhance market assessments. Candidates should have 2-5 years of options trading experience, advanced skills in Python and R, and a relevant bachelor's degree. Relocation to Mexico City is required.
We're looking for a skilled Quantitative Risk Manager to join our trading team. In this role, you will develop and maintain EAC market models to forecast price trends and trading opportunities. You will also analyze renewable energy markets, identifying EAC supply-demand drivers and opportunities for automation and process improvement.

As a member of our team, you will work collaboratively with experienced traders and analysts to drive improvements and deliver impactful market assessments in environmental commodities. If you have a passion for organizing, structuring, and visualizing complex quantitative problems, we encourage you to apply.
Requirements:
• 2-5 years of experience in options trading, showcasing a proven track record in derivatives markets, particularly in challenging OTC markets
• Advanced Python and R skills, with Excel, SQL, VBA as a plus
• Bachelor's degree in Mathematics, Science, Engineering, or related fields, complemented by excellent English proficiency
• Currently living in or open to relocating to Mexico City