Quantitative Analyst
This is an excellent opportunity for a Quantitative Analyst with exposure to the energy trading markets to be involved in the ongoing valuation through the deal life cycle and will provide trading analysis. You will be responsible for the development and enhancements of quantitative modelling to support valuation, optimisation and trading activities. This will include being responsible for liaising with multiple partners, including Origination, Trading and Risk. A strong commercial acumen is needed to ensure an appropriate valuation or model is provided for potential deal structures.
The Role will involve the valuation of structured transactions covering both the gas and power sectors with experience of swing, storage ideal. You will need excellent modelling skills and be able to assist in the development of pricing models and methods. Ideally you should have some experience of asset based transactions and be able to present your findings in a clear and comprehensive way. You will be working closely with the Traders to assist them with Trading strategy.
- To secure this role you will have to have a highly Quantitative background ideally with an MSc or PhD in Finance, Maths or Science based subject
- You should also have experience in the energy sector and a detailed understanding of energy market fundamentals
- You should have strong IT skills with computer programming experience essential. This should ideally be with C++ and VBA.
- A strong commercial ability with an understanding of financial risk and option value.
- Excellent communication skills and the ability to work under pressure and to tight deadlines in a trading environment
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