Quantitative Analyst — Energy Markets & Risk Modeling

Centrica Energy; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Centrica Energy in London is seeking a Quantitative Analyst to join our agile analytics team and help advance pricing and risk models for energy derivatives and structured products.

You will develop high-quality quantitative analyses, design sophisticated mathematical models, and collaborate with traders and originators across Renewable, LNG, Gas & Power sectors to improve hedging decisions and risk management.

Qualifications

• Experience delivering pricing and risk metrics for complex derivatives and structured products.
• Strong understanding of mathematical and statistical models and stochastic calculus in finance.
• Master’s or PhD in science, computing, mathematics or other quantitative field.
• Familiarity with energy/commodity markets and Python development experience.
• Fluent English and strong communication and interpersonal skills.

Responsibilities

• Deliver pricing and risk metrics for derivatives and structured products.
• Design and implement complex mathematical models for pricing and risk quantification.
• Assist originators in development of structured products across Renewables, LNG, Gas & Power.
• Produce high quality increments to the team’s model library, individually and in teams.
• Support trading and origination through quantitative analysis and financial intuition.
• Collaborate across locations to identify synergies and improve efficiency.

Skills

Quantitative analysis

Mathematical models

Stochastic calculus

Communication skills

Interpersonal skills

English fluency

Python programming

Education

Master’s degree in quantitative field

PhD in quantitative field

Tools

Python

Job description

Centrica Energy in London is seeking a Quantitative Analyst to join our agile analytics team and help advance pricing and risk models for energy derivatives and structured products.

You will develop high-quality quantitative analyses, design sophisticated mathematical models, and collaborate with traders and originators across Renewable, LNG, Gas & Power sectors to improve hedging decisions and risk management.