Front Office Energy Trading Quant Analyst sought – London recruitment

The front office quant analyst will work closely with senior traders, structures’ to develop models, risk measures and trade ideas and will encompass developing and implementing new quantitative trading strategies as well as improving existing trading strategies by calibrating trading and model parameters.

Key Responsibilities

• Developing models and implementing them in software for pricing and risk managing derivatives.

• Developing pricing and calibration tools

• Implementing products using pricing engines and models

• Explaining model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics

Essential skills, Experience, and Qualifications

• Quantitative modelling and/or derivatives trading desk support experience in Gas products ideally, but will also consider other commodities and power products.

• Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)

• Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis

• Strong analytical, modelling and problem solving abilities

• Object oriented programming skills with emphasis on numerical methods

• PhD or equivalent degree in a technical field from a top-tier school/program: Mathematics, Mathematical Finance, Sciences, Engineering, Computer Science etc

If you think you have the required skills and experience and would like to develop your career in a hugely successful energy trading company then please send an up to date CV to j.clarke@bramwithconsulting.co.uk.