Quantitative Analyst, Gas & Power Trading

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

Overview

The North America Quantitative Analysis team at Trafigura provides modeling and pricing support for our North America trading and origination activities, with a primary focus on U.S. power and gas. We are seeking a highly motivated professional who aspires to excel in one of the leading global commodity trading organizations. Join us to contribute to our continued success in areas requiring quantitative expertise.

Key Responsibilities

• Developing and maintaining proprietary valuation library and internal pricing tools.
• Participating in and contributing to 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.

Qualifications

• Advanced degree in mathematics, physics, finance, engineering, or computer science.
• Minimum of 3–5 years of experience in similar roles within commodity trading, preferably in U.S. power and gas.
• Prior experience supporting trading and origination activities.
• In‑depth knowledge and experience in financial mathematics, including option theory, derivative pricing, and risk analytics.
• Experience building large‑scale pricing model libraries in a team environment, using software lifecycle collaboration tools such as GitLab or GitHub.
• Development experience in object‑oriented programming and design patterns.
• Proficiency in coding with Python, C#, C++, and/or VBA.
• Working knowledge of database applications, including Amazon Redshift, Oracle, and Snowflake.
• Familiarity with web‑based applications such as Streamlit or DASH.
• Knowledge and experience with ETRM/CTRM systems like Allegro or Endur.
• Competency in MS Office applications.
• Strong verbal and written communication, and good interpersonal skills.

Location

Houston, TX or Denver, CO