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

ZipRecruiter; Leeds; Remote; GBP 50,000 - 70,000; Full time

Job summary

A leading company in energy commodities is seeking a Quantitative Analyst/Researcher with expertise in quantitative modeling and energy trading. The role involves developing advanced models, pricing complex options, and collaborating closely with the front office team. A competitive remuneration package and various benefits are offered, including work-from-home opportunities and training.

Benefits

25 Days Annual Leave

Work From Home Opportunities

Pension Scheme

Training Opportunities

Discount Holidays at I'Aero Chalet

Qualifications

• Advanced degree in a quantitative subject required.
• Proven experience in energy commodities trading.

Responsibilities

• Develop and implement models for Monte Carlo simulation.
• Collaborate with the front office team to support trading.

Skills

Analytical Skills

Problem Solving

Programming

Education

PhD in Mathematics

MS in Statistics

Tools

Monte Carlo Simulations

Stochastic Volatility Models

Job description

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.

• 25 Days Annual Leave
• Work From Home Opportunities
• Pension Scheme
• Opportunities to Work Directly with our Client
• Training Opportunities
• Discount Holidays at I'Aero Chalet