What are the responsibilities and job description for the Director of Quantitative Analysis position at Chesapeake Energy?
**Director of Quantitative Analysis**
At Chesapeake Energy, we are seeking a highly skilled Director of Quantitative Analysis to lead our Fundamental and Quantitative Analysis team. As a key member of our organization, you will be responsible for developing and implementing quantitative solutions to assess portfolio valuation and risk, including stochastic modeling, VaR, parametric VaR, VaR backtesting, scenario stress testing, liquidity analysis, and forward curve modeling.
**Key Responsibilities:**
- Build and lead the Fundamental and Quantitative Analysis team
- Drive the design, development, and implementation of quantitative solutions to assess portfolio valuation and risk
- Develop Supply and Demand models for natural gas, LNG, power, crude oil, and NGLs
- Build and maintain natural gas pipeline flow models to anticipate constraints points, price dislocations, and arbitrage opportunities
- Develop, calibrate, backtest, and maintain asset pricing models to assess fair economic value of real options
**Requirements:**
- Experience in a quantitative and/or fundamental analyst role within a financial or energy trading organization (3 years or equivalent)
- Excellent quantitative skills and knowledge in statistical methods, operational research, stochastic modeling, and Monte Carlo simulation techniques
- Strong foundation in the valuation of energy derivative products, including forwards and futures contracts, volatility, correlations, basis markets, and simple and exotic options
**What We Offer:**
- Competitive compensation and benefits package
- Opportunity to work with a dynamic and growing company
- Collaborative and supportive work environment
**How to Apply:**
If you are a motivated and experienced professional looking to take your career to the next level, please submit your application, including your resume and a cover letter, to our website.
