Quantitative Analyst

Gazprom Energy; Manchester; On-site; GBP 40,000 - 70,000; Full time

Job summary

A leading energy company is seeking a Quantitative Analyst to design and implement cutting-edge pricing models and quantitative algorithmic trading strategies. The analyst will collaborate closely with the Front Office, manage projects, and work on exciting solutions that enhance trading capabilities in structured derivatives.

Qualifications

• Strong mathematical background and knowledge of option pricing theory required.
• Experience in a trading environment is preferred.
• Programming skills in Python for production-quality code.

Responsibilities

• Design and implement pricing models with Front Office collaboration.
• Develop quantitative trading strategies and perform thorough testing.
• Manage long-term projects alongside urgent desk requests.

Skills

Mathematical background

Option pricing theory

Programming skills

Strong communication

Team-oriented mindset

Tools

Python

Job description

We are seeking a Quantitative Analyst to join our team. The role involves designing and implementing pricing models in collaboration with Front Office and stakeholders. You will work across asset classes to develop vanilla and exotic structured derivatives, with exposure to Algorithmic trading to optimize value capture.

Responsibilities

Your main duties will include:

• Designing and implementing models that accurately capture key drivers of structured product pricing, balancing accuracy and complexity
• Collaborating with Front Office to develop state-of-the-art pricing models
• Developing quantitative algorithmic trading strategies
• Thorough testing of models and trading strategies
• Managing long-term projects alongside urgent desk requests

Qualifications

Ideal candidates will have a strong mathematical background, knowledge of option pricing theory, and experience with stochastic calculus. Experience in a trading environment through a deal lifecycle is preferred. Additional requirements include:

• Programming skills, preferably in Python
• Ability to produce production-quality code
• Strong communication skills to explain complex issues clearly
• Ability to work under tight deadlines in a trading setting
• Team-oriented mindset, effective with stakeholders and users of the pricing library
• Experience with surface volatility modeling and commodities is a plus

About Us

SEFE GmbH is a major European energy company focused on supply security and commercial value generation in Europe. Its main activities include energy supply, trading, gas transportation, and gas storage operations. The group comprises around 50 companies across 16 countries, with approximately 1,500 employees, including about 200 in Berlin.

SEFE Marketing & Trading Limited (SM&T), headquartered in London, is part of the SEFE Group. It is a multi-commodity trader specializing in derivatives, digital, and analytics, with a focus on the European gas, LNG, power, and environmental markets. We foster a culture of excellence, growth, and innovation, encouraging new ideas and continuous learning. Our diverse team is our strength, enabling us to be a trusted partner in international markets. We are committed to creating a dynamic environment where individuals can thrive and make a meaningful impact.