Quantitative Analyst

Centrica; City Of London; On-site; GBP 55,000 - 75,000; Full time

Job summary

A leading renewable energy company is seeking a Quantitative Analyst in London. The successful candidate will work on pricing and risk management models in a dynamic team environment. Ideal candidates have experience in derivatives pricing, a strong mathematical background, and coding skills in Python. This opportunity is about making a real impact in sustainable energy, supported by flexible rewards for work-life balance.

Benefits

Flexible total rewards

Support for financial, physical, and emotional needs

Qualifications

• Experience as a Quantitative Analyst or similar role
• Familiarity with Energy or commodity markets
• Strong mathematical and financial intuition

Responsibilities

• Deliver quantitative analysis for traders
• Design and implement mathematical models
• Produce quality increments to the model library
• Advise trading and origination with quantitative analysis

Skills

Derivatives pricing

Risk management systems

Statistical models in finance

Communication skills

Python

Interpersonal skills

Education

Master’s Degree or PhD qualification in a quantitative subject

Job description

Join us, be part of more.

We’re so much more than an energy company. We’re a family of brands revolutionising how we power the planet. We're energisers. One team of 21,000 colleagues that’s energising a greener, fairer future by creating an energy system that doesn’t rely on fossil fuels, whilst living our powerful commitment to igniting positive change in our communities. Here, you can find more purpose, more passion and more potential. That’s why working here is #MoreThanACareer. We do energy differently – we do it all. We make it, store it, move it, sell it and mend it.

About your team:

At Centrica Energy, our mission is to move it.

We’re energy movers by nature. We’re a global renewable energy trading company which helps move energy from source to use – powering businesses, homes, and societies as they transition to a new sustainable energy future. If the idea of working to create a sustainable energy future also moves you, we may very well be the right place for you.

The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for:

• Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk

• Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions

• Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors.

As a Quantitative Analyst you will become part of an agile team of circa 12 people located across our offices in both London (UK) and Aalborg (Denmark), with a broad remit to support the development, and use of, our pricing and risk management models and systems.

This role will be situated in our London office and the successful candidate will be required to:

• Produce high quality increments to the team’s model library - working both individually and collaboratively

• Assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition

• Leverage the teams cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.

Here’s what we’re looking for:

• Experience of having worked as a Quantitative Analyst (or similar role) with derivatives pricing and risk management systems

• Familiarity or high level of interest in Energy / commodity markets

• Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject

• Excellent understanding of a variety of mathematical and statistical models used in finance

• Experience of code development (ideally Python)

• Strong Communicator and fluent in English language

• Strong interpersonal skills.

Why should you apply?

We’re not a perfect place – but we’re a people place. Our priority is supporting all of the different realities our people face. Life is about so much more than work. We get it. That’s why we’ve designed our total rewards to give you the flexibility to choose what you need, when you need it, making sure that you and your family are supported not only financially, but physically and emotionally too.

If you're full of energy, fired up about sustainability, and ready to craft not only a better tomorrow, but a better you, then come and find your purpose in a team where your voice matters, your growth is non-negotiable, and your ambitions are our priority.