Quant Analyst - Energy Sector

JR United Kingdom; Brighton; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading financial firm is seeking an experienced quantitative analyst to join their commodities team, focusing on the European Energy sector. The role encompasses designing and optimizing sophisticated models for pricing and risk assessment, requiring expertise in power and gas markets as well as advanced technical skills. Candidates should possess a strong academic background and experience in a front-office trading environment, collaborating with trading teams to enhance performance and manage risks.

Qualifications

• In-depth understanding of financial derivatives and hedging strategies.
• Hands-on experience in a front-office trading environment.
• Experience in developing complex mathematical models.

Responsibilities

• Design sophisticated pricing and risk assessment models.
• Integrate models into trading systems with testing and documentation.
• Enhance risk infrastructure and support traders.

Skills

Knowledge of power and gas markets

Mathematical modeling

Computational efficiency

Programming in Python

Programming in C

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.