Job Title:
Quantitative Analyst - Power & Gas
Contract Type:
Time
Type:
Full time
Job Description:
To support the growth in complex trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to work within our Structuring and Valuation team.
Main Responsibilities:•Develop valuation models of complex trades
•Work with Trading to validate the appropriateness of model assumptions
•Understand model limitations and model risk
•Articulate intuition regarding model outputs
•Provide insight into trading strategies and asset optimization
•Generate trade ideas and assist with deal structuring
•Support Origination and investment decisions
•Contribute to the team’s pricing library with high-quality code
•Perform ad-hoc market analyses as required to support decision making
•Develop reports and visualization tools
Profile/Key Skills
•2-3 year’s experience working as a Quantitative Analyst
•Degree in a highly quantitative subject, ideally to doctoral level
•Understanding of probability, statistics, stochastic calculus, option pricing theory and numerical analysis
•Programming experience, ideally in Python
•Knowledge of European energy markets
•Ideally, experience modelling energy assets, including renewables and weather derivatives
•Excellent communication and presentation skills
•Ability to explain complex mathematical concepts
•Desire to work as part of a team as well as being self-driven
If you think the open position you see is right for you, we encourage you to apply!
Our people make all the difference in our success.