Quant Analyst - Energy Sector

JR United Kingdom; Bath; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading financial firm is seeking a talented financial analyst to join their commodities teams, focusing on the European Energy sector. The role involves developing sophisticated models for pricing and risk assessment, optimizing existing frameworks, and collaborating with trading teams. Candidates should possess advanced degrees and extensive experience in the Energy markets along with strong programming skills in Python and C.

Qualifications

• In-depth knowledge of power and gas markets is crucial.
• Experience in a front-office trading environment is required.
• Ability to implement complex mathematical models for trading.

Responsibilities

• Design and implement pricing and risk assessment models for Energy sector.
• Enhance existing financial models and optimize their performance.
• Collaborate with trading teams to manage risks and improve infrastructure.

Skills

Knowledge of power and gas markets

Developing complex mathematical models

Programming in Python

Programming in C

Pricing derivatives

Hedging strategies

Education

Advanced degree (MS, PhD, or equivalent)

Job description

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We have partnered with a market leading financial firm that are looking to expand their commodities teams, with a focus on the European Energy sector.

Responsibilities:

• Designing sophisticated models for pricing and risk assessment tailored to the Energy sector.
• Integrating these models into internal quantitative frameworks and trading systems, ensuring thorough testing and comprehensive documentation.
• Assisting internal teams by maintaining and improving existing financial models, troubleshooting issues, and optimizing performance.
• Enhancing risk infrastructure to support traders in managing exposures, hedging positions, and analyzing market data.
• Collaborating closely with trading and sales teams to address challenges and explore new opportunities.

Requirements:

• In-depth knowledge of power and gas markets
• A strong academic background with an advanced degree (MS, PhD, or equivalent)
• Proficiency in developing and implementing complex mathematical models with a focus on computational efficiency.
• Hands-on experience working in a front-office trading environment.
• Expertise in pricing derivatives and applying hedging strategies.
• Extensive programming experience in either Python and C

To hear more details please apply to this position or contact Ben Mortimore at Anson McCade.