Quant Analyst - Energy Sector

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

Job summary

A leading financial firm seeks a financial modeler to enhance their commodities teams focusing on the European Energy sector. You'll design complex models for pricing and risk, optimize performance, and assist internal teams. Ideal candidates should have an advanced degree and extensive programming experience, particularly in Python and C.

Qualifications

• In-depth knowledge of energy markets is crucial.
• Strong academic background in quantitative fields desirable.
• Experience in front-office trading environments is preferred.

Responsibilities

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

Skills

Knowledge of power and gas markets

Mathematical modeling

Programming in Python

Programming in C

Risk management

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.