Quantitative Analyst

Centrica; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Job summary

Centrica Energy seeks a Quantitative Analyst to join our agile team of around 12 across London, Aalborg and Antwerp, delivering pricing and risk insights for derivatives and structured products.

You will develop mathematical models, support traders and origination, and connect cross-asset expertise to improve hedging and efficiency across locations.

Qualifications

• Experience as a Quantitative Analyst delivering pricing and risk metrics for derivatives and structured products.
• Proficiency in mathematical and statistical models, particularly stochastic calculus and their finance applications.
• Master's or PhD in a quantitative field.

Responsibilities

• Produce high-quality increments to the pricing and risk model library, individually and in teams.
• Provide quantitative analysis to traders and origination to support decisions.
• Leverage cross-asset expertise to connect locations and increase efficiency.

Skills

Quantitative analysis

Mathematical models

Stochastic calculus

Python

Energy markets

Communication

Interpersonal skills

Education

Master's degree

PhD

Tools

Python

Excel

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 London, Aalborg and Antwerp, with a broad remit to support the development, and use of, our pricing and risk management models and systems.

This role 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), delivering pricing and risk metrics for complex derivatives and structured products
• Excellent understanding of a variety of mathematical and statistical models, stochastic calculus in particular, and their use in finance
• Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject
• Familiarity or high level of interest in Energy / commodity markets
• Experience of code development (ideally Python)
• Strong Communicator and fluent in English language
• Strong interpersonal skills.

#LI-CET

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. Visit the link below to discover why we’re a great place to work and what being part of more means for you.
https://www.morethanacareer.energy/centricaenergy

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.

Help us, help you. We would love for you to share any information about yourself throughout our recruitment process so that we can better understand you and help shape your journey.