POSITION DESCRIPTION:

The PhD Quantitative Analyst is responsible for the development and ongoing maintenance of stochastic price models, jump diffusion models, correlation analysis, and Black-Sholes / exotic option models, VaR, Correlation & Volatility Analysis. The Quantitative Analyst will work with the power and fuels trade floors to keep models current with ongoing optimization and hedging strategies. Key responsibilities include:

- Design and development of financial modeling and other analytics tools.

- Develop and maintain close working relationships with the Energy Trading Floor analysts and traders.

- Review of methods to ensure up-to-date tools/approaches to modeling.

POSITION REQUIREMENTS:

Education

PhD in Math, Statistics, Physics or Quantitative Finance from an accredited university required.

Experience:

Three or more years of experience in stochastic analysis and financial modeling preferred. Utility/energy industry experience also preferred.

Other:

Proficiency with MS Office Suite required. Advanced MS Excel skills also required. Advanced programming skills preferred. Strong C++ skills preferred. MATLAB skills also preferred.

Ameren is an Equal Opportunity Employer, M/F/D/V. Under current law, it is unlawful for our company to hire anyone who is in the United States illegally. Therefore, Ameren requires new employees to furnish information that shows they are legally eligible for employment.