Gas & Power Quantitative Pricing Specialist

Puma Energy; Houston (TX); On-site; USD 120,000 - 180,000; Full time

Job summary

Trafigura's North America Quantitative Analysis team in Houston is seeking a driven professional to advance modeling, pricing support, and valuation libraries for U.S. power and gas trading. You will contribute to bespoke analyses and innovative modeling efforts in a high‑impact environment.

Join a leading global commodity trading firm with responsibilities spanning data management, pricing tool enhancements, and collaboration with front office teams across North America.

Qualifications

• Advanced degree in mathematics, physics, finance, engineering, or CS.
• 3–5 years in commodity trading or similar roles (US power/gas preferred).
• Experience supporting trading/origination activities.
• Strong knowledge of financial math, option theory, and derivative pricing.
• Experience building pricing model libraries using GitHub/GitLab.
• Proficiency in Python, C++, C#, or VBA.
• Experience with databases like Redshift, Oracle, Snowflake.
• Familiarity with Streamlit or Dash.
• Knowledge of ETRM/CTRM systems (Allegro, Endur).
• Strong communication and teamwork.

Responsibilities

• Developing and maintaining proprietary valuation library and internal pricing tools.
• Participating in valuation requests for highly structured transactions.
• Conducting bespoke analyses using historical and forward‑looking data.
• Bringing innovative solutions to ongoing modeling efforts.
• Managing mission‑critical databases.
• Troubleshooting and enhancing existing data processes and analytics.
• Documenting modeling approaches and methodologies.
• Reporting into the Head of North America Quantitative Analysis and working closely with front office gas and power trading functions for North America.

Skills

Python

C++

C#

VBA

Option pricing

Pricing libraries

Team collaboration

Education

Advanced degree in mathematics/physics/finance/engineering/computer science

Tools

GitHub

GitLab

Redshift

Snowflake

Oracle

Streamlit

DASH

Allegro

Endur

Job description

Trafigura's North America Quantitative Analysis team in Houston is seeking a driven professional to advance modeling, pricing support, and valuation libraries for U.S. power and gas trading. You will contribute to bespoke analyses and innovative modeling efforts in a high‑impact environment.

Join a leading global commodity trading firm with responsibilities spanning data management, pricing tool enhancements, and collaboration with front office teams across North America.