Risk Management Quantitative Analyst

Delek US Holdings, Inc. is a diversified downstream energy company with assets in petroleum refining, logistics, asphalt, renewable fuels and convenience store retailing. We are hiring for the position of Risk Management Quantitative Analyst located in our Brentwood, Tennessee corporate office.

Risk Management Quantitative analyst develops models and analyze data to measure a variety of risk matrices related to energy commodity price and market risk. Stress tests conducted on Delek’s critical financial and operational data to determine their ability to withstand crises and market shocks of varying proportions are developed and conducted by Delek’s quantitative analyst who specialize in risk management.

Come and #jointheenergy! We offer top of the line benefits along with health premium re-imbursements.

Role & Responsibilities:

• The role of this analyst is to create and maintain Delek’s suite of risk management models. This role is the central desk charged with evaluation and calculating Delek’s Enterprise Risk and is instrumental to developing and maintaining Delek’s Enterprise Risk Management Framework.
• Day to day the analyst role tests new and old quantitative models developed by analysts working in various capacities and determine their validity.
• Model creation, maintenance and validation require a working knowledge of many facets of quantitative analysis and working with large data sets but does not necessitate expertise in oil markets working knowledge of financial markets is helpful.
• Quantitative analysis helps identify risk: trends, emergence and trends inside the business and the marketplace.
• Track sell side Delek’s oil market analyst research and validate, and benchmark with peers and general industry topics.
• Analyze Delek risk and performance, valuation relative to peer group

Required Qualifications – Education, Skills & Experience:

• No Experience Required. At least 1-2 years of related financial markets, quantitative analytics, business statistics, or oil market experience or similar is a big plus.
• Advanced degree in mathematics, physics, engineering or a related field or equivalent experience.

Preferred Qualifications – Education, Skills & Experience:

• Experience and expertise working with large data sets and risk analysis, in statistical software and working knowledge of coding preferred.
• Financial Markets experience especially in Fixed Income markets a plus.
• 3+ years of experience

#LI-MG1

We are an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity or national origin, disability status, protected veteran status, or any other characteristic protected by law. Equal Opportunity Employer/Disabled/Veterans.