Quantitative Analyst, Power & Gas

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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.