Quant Analyst - Energy Sector

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

Job summary

A leading financial firm is seeking a quantitative analyst to join their expanding commodities team with a focus on the European Energy sector. The role involves designing and implementing complex mathematical models for pricing and risk assessment, enhancing risk infrastructure, and collaborating with sales and trading teams. Candidates should have an advanced degree, experience in financial modeling, and expertise in power and gas markets.

Qualifications

• In-depth knowledge of power and gas markets.
• Hands-on experience in front-office trading environments.
• Expertise in pricing derivatives and hedging strategies.

Responsibilities

• Designing sophisticated models for pricing and risk assessment.
• Integrating models into quantitative frameworks and trading systems.
• Enhancing risk infrastructure to support traders.

Skills

Analytical skills

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.