Quant Analyst - Energy Sector

JR United Kingdom; Norwich; 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 financial models, enhancing risk infrastructure, and collaborating with trading teams, requiring expertise in power markets and advanced mathematical skills.

Qualifications

• In-depth understanding of power and gas markets.
• Experience in front-office trading environment.
• Proficient in pricing derivatives and hedging strategies.

Responsibilities

• Design sophisticated models for pricing and risk assessment in the Energy sector.
• Integrate models into trading systems, ensuring testing and documentation.
• Enhance risk infrastructure to aid traders in managing exposures.

Skills

Knowledge of power and gas markets

Mathematical modeling

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.