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

JR United Kingdom; Leigh; Remote; GBP 50,000 - 90,000; Full time

Job summary

An established industry player is on the lookout for a talented Quantitative Analyst/Researcher to join their dynamic team. This exciting role offers the chance to work on innovative projects in energy commodities trading, focusing on developing and implementing advanced pricing models and quantitative strategies. The ideal candidate will possess strong coding skills and a solid academic background in quantitative disciplines, ensuring they can contribute effectively to the team's success. With opportunities for travel and a competitive remuneration package, this position promises both professional growth and the chance to make a significant impact in the field.

Benefits

Work From Home Opportunities

Pension Scheme

Opportunities to Work Directly with our Client

Qualifications

• Expertise in energy commodities trading and quantitative modelling required.
• Strong coding skills in Python, C#, or C++ are essential.

Responsibilities

• Develop pricing models for complex option structures.
• Collaborate with stakeholders to integrate models into trading practices.

Skills

Quantitative Analysis

Energy Commodities Trading

Quantitative Modelling

Python

C++

Monte Carlo Simulation

Statistical Modelling

Machine Learning

Data Analysis

Risk Management

Education

PhD in a quantitative subject

MS in a quantitative subject

Tools

Data Analysis Tools

Job description

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Client:

Aubay UK

Location:

Job Category:

Other

EU work permit required:

Yes

Job Views:

1

Posted:

30.03.2025

Expiry Date:

14.05.2025

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. This role involves significant travel to Doha, Qatar (up to 2 weeks at a time every 1-2 months). Further details regarding travel requirements will be discussed during the interview process.

Required Skills and Experience

• Previous work experience working as a quant in an energy commodity trading organisation
• Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), modelling stochastic volatility and correlation in commodity prices.
• Expert-level coding skills in a language such as Python, C#, or C++

Desired Skills and Experience

• Proficiency in programming (Python, C++, etc.) and data analysis tools
• Strong understanding of financial markets, trading strategies, and risk management
• Experience with statistical modelling, machine learning, and algorithm development
• Ability to work with large datasets and perform complex quantitative analysis
• Excellent communication and teamwork skills
• Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related.

Key Role Responsibilities

• Develop and implement pricing models for complex option structures.
• Develop and implement tools for monitoring the Greeks of option positions.
• Create, calibrate, and implement multifactor models for forward price simulation.
• Help build and validate gas storage model for pricing storage assets and swing structures
• Contribute to the methodology for modelling volatility and cross-commodity correlations
• Collaborate with structurers and other stakeholders to integrate models into existing trading and valuation practice.
• Continuously improve models based on feedback and performance metrics.

At Aubay UK, people are at the heart of our business. We offer a competitive remuneration 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