Quantitative Analyst — Derivatives Pricing & Risk Modeling

Centrica plc; United Kingdom; On-site; GBP 70,000 - 110,000; Full time

Benefits offered by this job

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Job summary

Centrica Energy is looking for a Quantitative Analyst to deliver pricing and risk metrics for complex derivatives and structured products. You will build and maintain models, work with traders, and apply advanced math to energy markets.

You’ll hold a Master’s or PhD in a quantitative field, have strong Python coding, and communicate clearly in English. This role offers collaboration across teams and opportunities to influence hedging decisions in a global renewables trading environment.

Qualifications

• Experience as Quantitative Analyst delivering pricing and risk metrics for complex derivatives and structured products.
• Excellent understanding of mathematical and statistical models, stochastic calculus in particular, and their use in finance.
• Master’s or PhD in science, computing, mathematics or other quantitative field.
• Familiarity or high interest in Energy/commodity markets.
• Experience of code development (Python).
• Strong communicator and fluent in English.

Responsibilities

• Produce high quality increments to the team’s model library, working individually and collaboratively.
• Assist trading and origination via quantitative analysis and a strong mathematical/financial intuition.
• Leverage cross-asset expertise to connect business locations and identify synergies.

Skills

Quantitative analysis

Mathematical modeling

Stochastic calculus

Energy/commodities markets

Communication

Interpersonal skills

Advanced degree (MS/PhD)

Pricing & risk metrics

Derivative pricing

English fluency

Education

Master's degree or PhD in quantitative field

Tools

Python

Job description

Centrica Energy is looking for a Quantitative Analyst to deliver pricing and risk metrics for complex derivatives and structured products. You will build and maintain models, work with traders, and apply advanced math to energy markets.

You’ll hold a Master’s or PhD in a quantitative field, have strong Python coding, and communicate clearly in English. This role offers collaboration across teams and opportunities to influence hedging decisions in a global renewables trading environment.