Quantitative Analyst, Power & Gas

Job Title:

Quantitative Analyst, Power & Gas

Contract Type:

Permanent

Time Type:

Full time

Job Description:

To support the growth in complex trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to work within our Structuring and Valuation team.

This role is based in London.

Key Responsibilities:

• Develop valuation models of complex trades
• Work with Trading to validate the appropriateness of model assumptions
• Understand model limitations and model risk
• Articulate intuition regarding model outputs
• Provide insight into trading strategies and asset optimisation
• Generate trade ideas and assist with deal structuring
• Support Origination and investment decisions
• Contribute to the team’s pricing library with high-quality code
• Perform ad-hoc market analyses as required to support decision making
• Develop reports and visualisation tools
  
  
  

Key Requirements

• 3-5 year’s experience working as a Quantitative Analyst
• Degree in a highly quantitative subject, ideally to doctoral level
• Understanding of probability, statistics, stochastic calculus, option pricing theory and numerical analysis
• Programming experience, ideally in Python
• Knowledge of European energy markets
• Experience modelling energy assets, including renewables and weather derivatives
• Excellent communication and presentation skills
• Ability to explain complex mathematical concepts
• Desire to work as part of a team as well as being self-driven
• Fluent in English
  
  
  

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.