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

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

Job summary

An innovative energy trading firm is on the lookout for a Quantitative Analyst/Researcher to enhance their analytical capabilities. This role requires a deep understanding of energy commodities trading, coupled with advanced quantitative modelling skills. You will be involved in developing pricing models for complex options and collaborating with various teams to integrate these models into existing practices. The position also offers the opportunity for significant travel to Doha, Qatar, enriching your professional experience. Join a forward-thinking company that values its people and provides a supportive environment for career growth and development.

Benefits

Work From Home Opportunities

Pension Scheme

Opportunities to Work Directly with our Client

Qualifications

• Extensive expertise in energy commodities trading and quantitative modelling.
• Expert-level coding skills in Python, C++, or C#.

Responsibilities

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

Skills

Quantitative Analysis

Energy Commodities Trading

Statistical Modelling

Machine Learning

Communication Skills

Education

PhD in Quantitative Subject

MS in Quantitative Subject

Tools

Python

C++

C#

Job description

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

Client:

Aubay UK

Location:

London, United Kingdom

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 practices.
• 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