Quantitative Analyst, Power & Gas

Gunvor; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Quantitative Analyst to join their Power and Gas team in London. This role involves delivering advanced analytics for trading, evaluating physical assets, and developing pricing models. The ideal candidate will possess strong quantitative skills and experience in the Natural Gas sector, utilizing tools like Python and R. You will be responsible for generating trade ideas, improving existing models, and communicating insights effectively. Join a dynamic team where your contributions will drive success in the energy market!

Qualifications

• 3-8 years in a similar role in the Natural Gas Trading sector.
• Strong background in quantitative skills like statistics and mathematics.
• In-depth knowledge of analytics tools and technologies.

Responsibilities

• Evaluate and assign value to physical assets for trading.
• Maintain and improve pricing models and generate trade ideas.
• Communicate insights and recommendations to stakeholders.

Skills

Quantitative Analysis

Natural Gas Modelling

Machine Learning

Statistics

Data Science

Python

R

MATLAB

Excel (VBA)

Education

Advanced university degree in Mathematics

Advanced university degree in Statistics

Advanced university degree in Economics

Advanced university degree in Quantitative Science

Advanced university degree in Finance

Tools

Python

R

MATLAB

Microsoft Office (Excel)

Job description

Job Title:
Quantitative Analyst, Power & Gas

Contract Type:
Permanent

Time Type:
Full time

Job Description:

The Quantitative Analyst is part of the Power and Gas team, delivering advanced analytics for the power and gas trading desk within Gunvor, ideally based in London. They are responsible for providing high quality insights in the products markets across the Power/Natural Gas spectrum.

Main Responsibilities:

• In-depth expertise in evaluating and assigning value to physical assets
• Assist the traders with ad hoc market analysis / insights.
• Maintain and improve existing pricing models
• Identify the right set of models and develops the right code / package to execute them.
• Evaluate the validity of the model (both scientifically as well as from a business perspective). Maybe rephrase(?) Understand the model limitations and the difference between model output and market fundamentals
• Generate trade ideas based on model outputs & Articulate insights and recommendations (based on model output) to respective key stakeholders.
• Support Origination activity and investment decisions.
• Communicating technical jargon in plain English to colleagues within the team.
• Prepare various reports and analysis for publishing internally.
• Maintain and improve teams IT capabilities.
• Develop systematic trading strategies for the Power/Natural Gas Market.

Profile / Key Skills

The ideal candidate has strong background in quantitative skills (like statistics, mathematics, advanced computing, machine learning) and has applied those skills in solving real world problems, particularly in the power & gas business. The required expertise includes (but is not limited to):

• Natural Gas Modelling: Advanced experience with different forms of Power/Natural Gas modelling: Stack, Bid Offer, Interconnectors, Gas Storages and Pipelines
• Applied Machine learning techniques: Good to have latest applied machine knowledge to improve models
• Statistics / Mathematics: Data Quality Analysis, Data identification, Hypothesis testing, distribution / probability theory.
• Data Science: Time series analysis, Object Oriented Programming, Business intelligence, Databases.
• Fundamental Knowledge: Good to understand the European Power/Natural Gas markets from fundamental perspective.

Minimum requirements

• Between 3 and 8 years in a similar role in the Natural Gas Trading sector.
• Advanced university degree in Mathematics, Statistics, Economics, Quantitative Science or Finance.
• In depth knowledge of analytics tools and technologies: Python, R, MATLAB.
• Mastery other computing language is a plus
• Microsoft Office tools: excellent Excel skills (VBA).
• Excellent interpersonal communication and influencing skills.
• Excellent presentation skills.
• Eagerness to learn and ability to work with limited supervision.
• Curious and Proactive, rigorous and meticulous.
• Highly numerate.
• Strong team spirit.
• Fluent in English, both written and spoken.

If you think the open position you see is right for you, we encourage you to apply!

Our people make all the difference in our success.