Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel

JR United Kingdom; Greater Manchester; Remote; GBP 60,000 - 100,000; Full time

Job summary

An innovative energy trading firm is looking for a skilled Quantitative Analyst/Researcher to enhance their analytical capabilities. This role offers the opportunity to work on cutting-edge projects involving complex option pricing and quantitative modeling. You will be integral to the front office, developing robust models and providing insights that drive trading strategies. With a focus on collaboration and continuous improvement, this position promises a dynamic work environment where your contributions will directly impact the firm's success. If you are passionate about energy markets and quantitative analysis, this is the perfect opportunity for you.

Benefits

Work From Home Opportunities

Pension Scheme

Opportunities to Work Directly with Clients

Qualifications

• Advanced degree in a quantitative subject required.
• Experience in energy commodities trading is essential.

Responsibilities

• Develop models for Monte Carlo simulation and multifactor models.
• Price complex option structures and collaborate with trading teams.

Skills

Quantitative Analysis

Energy Commodities Trading

Monte Carlo Simulations

Stochastic Volatility Models

Programming Skills

Problem-Solving

Education

PhD in Mathematics

MS in Statistics

MS in Computer Science

Job description

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Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel, greater manchester

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Client:

Aubay UK

Location:

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

7

Posted:

08.05.2025

Expiry Date:

22.06.2025

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Job Description:

Role Summary

Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and building robust models to drive analytical excellence within our front office.

Required Skills and Experience:

• Advanced degree (PhD or MS) in a quantitative subject such as Mathematics, Physics, Statistics, Computer Science, Engineering, or a related field.
• Proven experience as a front-office quant within energy commodities trading, with a strong focus on quantitative analysis and modelling.
• Deep understanding and hands-on experience in pricing complex option structures and building financial models (e.g., Monte Carlo simulations, multifactor models, stochastic volatility models).
• Exceptional analytical and problem-solving skills, coupled with a strong grasp of programming and numerical techniques.
• Ability to work independently while maintaining excellent communication and collaboration skills.

Desired Skills and Experience:

• Passion for energy markets and quantitative analysis.
• A proactive approach to problem-solving and innovation.

Role Responsibilities:

• Develop and implement models for Monte Carlo simulation, price path simulation, multifactor models, and other advanced quantitative methods.
• Price complex option structures and provide expertise in gas storage valuation, stochastic volatility models, and other derivatives-related processes.
• Collaborate closely with the front office team to support energy commodities trading and provide actionable insights.
• Stay at the forefront of quantitative research to enhance existing models and create innovative solutions.

At Aubay UK, people are at the heart of our business. We offer a competitive remunerations package which includes a range of benefits. You will receive continuous support from our dedicated team of Talent Acquisition Specialists who will support your career development and success during your assignment with our client.

• Work From Home Opportunities
• Pension Scheme
• Opportunities to Work Directly with our Client