Quantitative Analyst, Power & Gas

Gunvor Group; Genf; Vor Ort; CHF 85’000 - 130’000; Vollzeit

Zusammenfassung

A leading company in the energy sector is seeking a Quantitative Analyst for its Structuring and Valuation team. The role involves developing complex trade models, supporting trading strategies, and contributing to the pricing library. Candidates should be highly quantitative with programming skills in Python, ideally with experience in European energy markets.

Qualifikationen

• 3-5 years experience as a Quantitative Analyst.
• Understanding of European energy markets is crucial.
• Fluent in English, both verbally and written.

Aufgaben

• Develop valuation models of complex trades.
• Validate model assumptions with Trading.
• Provide insight into trading strategies and asset optimization.

Kenntnisse

Probability

Statistics

Stochastic Calculus

Option Pricing Theory

Numerical Analysis

Programming in Python

Communication Skills

Teamwork

Ausbildung

Degree in a highly quantitative subject

Jobbeschreibung

Job Title:

Quantitative Analyst, Power & Gas

Contract Type:

Permanent

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.

This role is based in London.

Key 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 optimisation
• 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 visualisation tools
  
  
  

Key Requirements

• 3-5 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
• 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
• Fluent in English
  
  
  

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.