Modelling & Analytics Analyst

· Develop robust, scalable applications and quantitative models for risk analysis across multiple asset classes (crude, refined products, freight, gas, power, FX, etc.)

· Design and enhance Market Risk methodologies, including VaR, sensitivities, stress testing and tail risk for short-term exposures and Earnings-at-Risk for long-term exposures.

· Develop and improve Credit Risk methodologies, including EPE and PFE, for both short and long-term positions, ensuring consistency with underlying risk factor dynamics.

· Build stochastic modelling frameworks for commodity price dynamics, term structures and cross-commodity dependencies, supporting both short-term trading and long-term corporate risk metrics.

· Develop models for valuation and risk analysis of physical and structured optionality (e.g., storage, volumetric and spread options, operational flexibilities) and long-term contracts (e.g., PPAs).

· Define methodologies for forward curve construction, including proxy approaches for illiquid tenors.

· Ensure consistent valuation, risk measurement and performance reporting for trading and corporate hedging positions.

· Collaborate with trading, corporate, and tech teams to questions assumptions and support cross-functional initiatives.

· Document methodologies clearly and contribute to model governance standards.

At Moeve, we're driving a transformative strategy called "Positive Motion," focused on greening our revenue streams. As part of this vision, our Trading team plays a crucial role in optimizing value from both legacy hydrocarbons and emerging energy flows. Trading is key to maximizing value by expanding and leveraging our platform. The Risk team plays a key role in supporting trading activities by developing and maintaining cutting-edge tools and models to measure and manage risk effectively across the portfolio.

As part of the Modelling & Analytics team, you will contribute to the core of Moeve's risk platform by delivering robust tools, insightful quantitative models, and scalable risk metric solutions that directly impact the decision-making process at both strategic and operational levels.

· 4+ years of experience in financial or commodity trading companies.

· Background in Physics, Math, Engineering, Statistics, or Economics, with a strong focus on Modelling and Quantitative Finance.

· Solid expertise in stochastic processes, Monte Carlo simulation methods, volatility modelling and calibration techniques.

· Deep understanding of quantitative risk measurement frameworks.

· Strong programming skills in Python and experience with numerical libraries (NumPy, Pandas, SciPy).

· Familiarity with term structure dynamics in commodities and derivatives pricing concepts.

· Excellent English and Spanish communication skills (verbal and written).

· Ability to communicate complex quantitative concepts clearly to non-technical stakeholders.

· Strong analytical and quantitative mindset.

· Structured thinking and attention to detail.

· Effective communicator and confident stakeholder manager.

· Ability to work independently and in cross-functional teams.

· Proactive problem-solver with a strong sense of ownership and accountability.

· Capable of mentoring less-experienced colleagues and sharing technical knowledge.

· Organized planner able to handle multiple priorities under pressure.