Quantitative Analyst

Aubay UK; England; On-site; GBP 60,000 - 90,000; Full time

Job summary

Aubay UK is seeking a Quantitative Analyst with expertise in energy commodities trading and quantitative modeling. As part of a dynamic team, you will contribute to innovative projects, developing advanced financial models and solutions in a fast-paced environment aimed at powering progress through cleaner energy.

Benefits

25 Days Annual Leave + Bank Holidays

Pension scheme

Work-from-home opportunities

Access to Udemy training platform

Discount on winter sports holidays

Opportunity to work directly for the client

Qualifications

• Proven experience in energy commodities trading.
• Deep understanding of option pricing and financial modeling.
• Ability to work independently with excellent collaboration skills.

Responsibilities

• Develop and implement models for complex option structures.
• Collaborate with front office team to support trading.
• Stay current with quantitative research to enhance models.

Skills

Analytical skills

Problem-solving

Communication

Education

PhD or MS in Mathematics, Physics, Statistics, Computer Science, Engineering

Tools

Monte Carlo simulations

Stochastic volatility models

Job description

Quantitative Analyst (Energy)

Location: United Kingdom and Qatar

Permanent

Flexible salary

Role Summary

Aubay UK is seeking an experienced Quantitative Analyst to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and building robust models to drive analytical excellence within our front office.

Required Skills and Experience:

• Advanced degree (PhD or MS) in a quantitative subject such as Mathematics, Physics, Statistics, Computer Science, Engineering, or a related field.
• Proven experience as a front-office quant within energy commodities trading, with a strong focus on quantitative analysis and modelling.
• Deep understanding and hands-on experience in pricing complex option structures and building financial models (e.g., Monte Carlo simulations, multifactor models, stochastic volatility models).
• Exceptional analytical and problem-solving skills, coupled with a strong grasp of programming and numerical techniques.
• Ability to work independently while maintaining excellent communication and collaboration skills.

Desired Skills and Experience:

• Passion for energy markets and quantitative analysis.

• A proactive approach to problem-solving and innovation.

Role Responsibilities:

1. Develop and implement models for Monte Carlo simulation, price path simulation, multifactor models, and other advanced quantitative methods.
2. Price complex option structures and provide expertise in gas storage valuation, stochastic volatility models, and other derivatives-related processes.
3. Collaborate closely with the front office team to support energy commodities trading and provide actionable insights.
4. Stay at the forefront of quantitative research to enhance existing models and create innovative solutions.

About Aubay UK – Ahead of Innovation!

Aubay UK is a recognised Insourcing Partner for client-side deployment delivered across London. Our team, based in Canary Wharf, specialises in hiring IT professionals within London’s Energy and FinTech sectors, helping our clients to expand their operations with top-tier talent who are experts in their fields. We work exclusively with clients who are globally recognized as Energy Super Majors/Financial Services and innovative FinTech players.

Aubay UK is the most recently started branch of Aubay Group www.aubay.com. Aubay Group is an international Digital Services Company, listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and Portugal, Aubay Group generated revenues of €534 million in 2023.

What Aubay UK Offers

At Aubay UK, people are at the heart of our business. We offer a competitive remuneration package which includes a range of benefits. You will receive continuous support from our dedicated Talent Acquisition Specialists, who will support your career development and success during your assignment with our client. Other benefits include:

• 25 Days Annual Leave + Bank Holidays
• Pension scheme
• Work-from-home opportunities
• Access to Udemy training platform and conferences
• Discount on winter sports holidays at www.aero1607.com
• Opportunity to work directly for the client at the end of the assignment

Our client

Our client is one of the Super Major global energy companies with around 84,000 employees across 70+ countries who are working to power progress through cleaner energy solutions.

Specialities: Upstream/Downstream, Biofuels, Integrated Gas, New Energies, Chemicals, Energy and Trading.

You will have the opportunity to work in a challenging but rewarding environment that is fast-paced and changing fundamentally and work towards transforming the business of a Super Major energy company to meet the ambition to be a net-zero emissions energy business by 2050 whilst delivering a world-class business case that has a robust societal license to operate. In your role, you will be expected to enact change and deliver value globally across business lines and geographies.

Apply via our website - www.aubay.co.uk

This role requires you to be based in the UK and have the right to work in the UK.

Aubay UK is proud to be an equal-opportunity employer. Employment decisions will be based on merit, competence, performance, and business needs.