Energy Trading Quant — Pricing & Risk Modeling

Centrica plc; Greater London; Hybrid; GBP 85,000 - 120,000; Full time

Job summary

Centrica plc is seeking a Quantitative Analyst in Greater London to develop pricing and risk models for complex derivatives. You will join an agile team supporting trading, origination, and cross-location collaboration across London, Aalborg, and Antwerp.

The role requires strong stochastic calculus knowledge, a master's/PhD in a quantitative field, and Python coding skills. Fluency in English and effective communication are essential for success.

Qualifications

• Experience delivering pricing and risk metrics for complex derivatives.
• Strong mathematical and statistical modeling background.
• Excellent communication and collaboration across teams.

Responsibilities

• Produce high-quality increments to the model library, independently and with the team.
• Assist trading and origination via quantitative analysis and financial intuition.
• Leverage cross-asset expertise to connect locations and improve efficiency.

Skills

Quantitative analysis

Derivatives pricing

Stochastic calculus

Finance models

English fluency

Interpersonal skills

Education

Master's or PhD in quantitative field

Tools

Python

Job description

Centrica plc is seeking a Quantitative Analyst in Greater London to develop pricing and risk models for complex derivatives. You will join an agile team supporting trading, origination, and cross-location collaboration across London, Aalborg, and Antwerp.

The role requires strong stochastic calculus knowledge, a master's/PhD in a quantitative field, and Python coding skills. Fluency in English and effective communication are essential for success.