Quant Analyst - Energy Sector

JR United Kingdom; Chester; On-site; GBP 50,000 - 80,000; Full time

Job summary

A market-leading financial firm is expanding its commodities teams, focusing on the European Energy sector. The position involves designing models for pricing and risk assessment, improving financial models, and collaborating with trading teams. A strong academic background and experience in front-office trading, alongside programming skills, are essential for this role.

Qualifications

• Proficiency in computational efficiency.
• Hands-on experience in front-office trading.
• Expertise in pricing derivatives and hedging strategies.

Responsibilities

• Design sophisticated models for pricing and risk assessment.
• Integrate and document models within trading systems.
• Enhance risk infrastructure for traders.

Skills

Knowledge of power and gas markets

Developing complex mathematical models

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.