Pay
$118K–$194K is typical
The middle half of what similar US postings state. This one doesn’t list pay.
From 3,768 postings in the last year. Stated ranges, not salaries paid.
Juno Beach, FL, US, 33408
Actively hiring, first seen by us 1 day agoBuild, validate and tune market, credit and liquidity risk models (VaR, PFE, EaR)
Develop valuation models for exotic products such as weather derivatives
Run scenario analyses and stress tests on adverse market conditions
Translate algorithms from other languages into Python implementations
Support trading system upgrades and integration with data warehouses
Construct, validate, and fine-tune sophisticated risk models spanning market, credit, and liquidity risk segments (VaR, PFE, EaR, funding, and market liquidity)
Develop valuation models for exotic product validation, including weather derivatives and structured products
Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions
Translate algorithms and codes from other languages into efficient Python implementations
Drive seamless integration with data warehouses and advanced data analytics frameworks
Python programming excellence and automation opportunities
Bachelor's - Accounting / Finance
- Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • 4+ years of experience in quantitative risk management, preferably in energy/commodity markets • Expert-level Python programming skills with experience in financial modeling libraries • Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLM • Strong understanding of risk methodologies (VaR, stress testing, scenario analysis) • Experience with exotic derivatives valuation and structured product modeling • Knowledge of energy markets and power market fundamentals • Enthusiasm in risk management and proven experience for trading system transformation and multi-system integration projects - Ph.D. in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • Experience with energy commodity forecasting, simulation, and risk assessment tools • Background in LNG or power market analysis • Familiarity with regulatory frameworks and SOX compliance • Track record of model validation and implementation in production environments • Demonstrated passion for proactive risk management methodologies • Experience with Python-driven automation and system integration projects • AI champion What We're Looking For
Required Qualifications - Bachelor's Degree - Experience: 4+ years
Preferred Qualifications - Bachelor's - Accounting / Finance - Master's Degree
- Bachelor's - Accounting / Finance - Master's Degree - Doctorate - Business
- Master's Degree - Doctorate - Business NextEra Energy offers a wide range of benefits to support our employees and their eligible family members. Click here to learn more.
Actively hiringFirst seen by us 1 day ago, still listed, and not a repost of an earlier posting.
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
$118K–$194K is typical
The middle half of what similar US postings state. This one doesn’t list pay.
From 3,768 postings in the last year. Stated ranges, not salaries paid.
Day 1
Early. Similar jobs usually come down between day 7 and day 56.
At NextEra Energy, jobs usually come down by about day 23.
From 10,412 similar postings that came down, and 47 of NextEra Energy’s. Coming down is not always a hire.
3 open jobs
Open jobs by the week we first saw them, last 12 weeks.
Add your resume and we’ll mark which of these tools you already use, and point out anything in the posting that could rule you out.
Key Responsibilities - Model Innovation & Development: • Construct, validate, and fine-tune sophisticated risk models spanning market, credit, and liquidity risk segments (VaR, PFE, EaR, funding, and market liquidity) • Translate algorithms and codes from other languages into efficient Python implementations • Develop valuation models for exotic product validation, including weather derivatives and structured products • Participate in month-, quarter-, and year-end closing processes - Strategic Risk Assessment: • Evolve and adapt risk models in response to shifting business strategies and dynamic market conditions • Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions • Support quarterly special topic discussions with risk owners to expand risk management influence
- Collaborative Excellence: • Work closely with cross-functional teams to ensure seamless integration of risk models and holistic risk management approach • Foster proactive risk management culture, moving beyond reactive approaches - Governance & Standards: • Conform to SOX controls processes and innovate control improvements • Foster a risk-aware culture, model high ethical standards, and champion company values of excellence, doing the right thing, and respect • Mentor junior colleagues in quantitative best practices and Python programming excellence Preferred Qualifications
Preferred Qualifications - Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • 4+ years of experience in quantitative risk management, preferably in energy/commodity markets • Expert-level Python programming skills with experience in financial modeling libraries • Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLM • Strong understanding of risk methodologies (VaR, stress testing, scenario analysis) • Experience with exotic derivatives valuation and structured product modeling • Knowledge of energy markets and power market fundamentals • Enthusiasm in risk management and proven experience for trading system transformation and multi-system integration projects - Ph.D. in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • Experience with energy commodity forecasting, simulation, and risk assessment tools • Background in LNG or power market analysis • Familiarity with regulatory frameworks and SOX compliance • Track record of model validation and implementation in production environments • Demonstrated passion for proactive risk management methodologies • Experience with Python-driven automation and system integration projects • AI champion
- Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • 4+ years of experience in quantitative risk management, preferably in energy/commodity markets • Expert-level Python programming skills with experience in financial modeling libraries • Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLM • Strong understanding of risk methodologies (VaR, stress testing, scenario analysis) • Experience with exotic derivatives valuation and structured product modeling • Knowledge of energy markets and power market fundamentals • Enthusiasm in risk management and proven experience for trading system transformation and multi-system integration projects - Ph.D. in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field • Experience with energy commodity forecasting, simulation, and risk assessment tools • Background in LNG or power market analysis • Familiarity with regulatory frameworks and SOX compliance • Track record of model validation and implementation in production environments • Demonstrated passion for proactive risk management methodologies • Experience with Python-driven automation and system integration projects • AI champion What We're Looking For
- Data analytics innovation, AI and proactive risk management approaches - Python programming excellence and automation opportunities - Collaborative frameworks that expand risk management influence
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New Data Scientist postings at the employers we follow are down 3% over the last 5 weeks compared with the 5 before.
Each bar is one week of new postings. The darkest bars are the last 5 weeks.
Counted from the hiring pages we’ve followed for at least five weeks, so employers we add don’t look like growth. Updated weekly.
We file this job under Data Scientist, by the work the posting describes.
Data scientists use statistics and models to answer harder questions, such as whether a change worked, what demand will look like next quarter, or which customers are likely to leave.
Postings usually ask for Python or R, SQL, statistics, experiment design and common machine learning methods.
Unlike an ML engineer, a data scientist's main output is often an analysis or a first model, not software running inside a product.
Source: US Bureau of Labor Statistics, Occupational Employment and Wage Statistics (May 2025) and Employment Projections (2025 to 2035). Occupation code 15-2051.
Requisition ID: 98566
NextEra Energy Marketing is one of the nation’s leading electricity and natural gas marketers, and a key player in the energy markets in the United States and Canada. As a part of NextEra Energy Resources, we specialize in innovative energy strategies that maximize market value for our customers and stakeholders. Our team is skilled in market analysis, trading, risk management and delivering tailored customer solutions across North America. If you are a strategic thinker eager to make a significant impact in the fast-paced energy industry, join our team today.
Position Specific Description
Join NextEra Energy's Quantitative Risk Management team and be part of our transformative risk vision that elevates risk management as a strategic imperative for energy and commodity markets. We're building a proactive, collaborative risk assessment framework that drives informed decision-making and expands our influence across the organization through reliable analytics and excellence in daily execution.
Key Responsibilities
Preferred Qualifications
What We're Looking For
The ideal candidate will be enthusiastic about:
Join our team and help shape the future of proactive risk management in the energy sector, where your expertise will drive strategic decisions, establish new standards of excellence, and lead transformative system integration initiatives.
Employees in this role develop models, price energy derivatives, design and perform quantitative studies and analyses of spot/forward prices and volatilities for making pricing, trading, and risk management decisions. This position assists in the development of core algorithms and models to support trading, origination, and asset optimization decisions.
NextEra Energy offers a wide range of benefits to support our employees and their eligible family members. Click here to learn more.
Employee Group: Exempt
Employee Type: Full Time
Job Category: Finance, Accounting & Business Analytics
Organization: NextEra Energy Marketing, LLC
Relocation Provided: Yes, if applicable
NextEra Energy is an Equal Opportunity Employer. Qualified applicants are considered for employment without regard to race, color, age, national origin, religion, marital status, sex, sexual orientation, gender identity, gender expression, genetics, disability, protected veteran status or any other basis prohibited by law.
NextEra Energy provides reasonable accommodation in its application and selection process for qualified individuals, including accommodations related to compliance with conditional job offer requirements, consistent with federal, state, and local laws. Supporting medical or religious documentation will be required where applicable and permitted by applicable law. To request a reasonable accommodation, please send an e-mail to recruiting-coordinator.sharedmailbox@nexteraenergy.com, providing your name, telephone number and the best time for us to reach you.
NextEra Energy will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information.
NextEra Energy does not accept any unsolicited resumes or referrals from any third-party recruiting firms or agencies. Please see our policy for more information.
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Juno Beach, FL, US, 33408
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