Junior Quant Analyst
My client, an Energy Trading company have a great Front Office Quant vacancy suited to a highly numerate Ph.D or MSc. level candidate.
This is a quantitative analyst role responsible for valuing complex commodity deal structures in the energy markets. You will be involved in the ongoing valuation through the deal life cycle and will inform on the appropriate trading analysis to assess the trading realisation of optionality. You will also be responsible for the development and enhancements of quantitative modelling to support valuation, optimisation and trading activities, liaising with multiple partners, including Origination, Trading and Risk. There will be a great deal of complex and high level modelling so programming experience is an absolute essential.
You will also have the following experience:-
Strong appetite for practical problem solving in a fast-moving commercial environment.
Degree level education in a highly quantitative subject (for example finance, maths, science, engineering). Masters or PhD level qualifications are desirable.
Experience in the energy sector and a detailed understanding of energy market fundamentals and physical constraints.
Good IT literacy - general computer programming experience is essential (e.g. Python, C++, VBA, or similar)
Strong commercial acumen, combined with an understanding of financial risk and option value and practical approach to valuation issues.
Good theoretical and practical knowledge of derivative instruments and understanding of valuation and risk analysis methods.
Able to communicate complex issues in a clear, understandable manner to Traders, Originators, Management, Risk and other teams.
Ability to work under pressure and to tight deadlines in a trading environment.
High attention to detail in both numerical analysis and written work.
Should be capable of developing a good understanding of market dynamics and modelling methods, and apply it to real-world transactions.
Strong influencing skills.
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