Senior Energy Quant Analyst req for Global Commodities firm – HK recruitment
Role: You will be involved in supporting the traders, risk management, senior management, by providing tools and models. You will be involved in building specific quantitative methodologies, using maths and econometric techniques, to analyze complex trades in the energy market.
Specifically:
- You will drive the development of robust solutions handling large Monte Carlo simulations across the business
- You will support the implementation of systems for complex energy trades (tolling, swing, storage) as well as calibration parameters (volatilities, correlation of forward prices etc)
- Design and test commodity forecasting models and risk assessment systems
Requirements:
- PhD in Financial Engineering, Physics, Mathematics, Econometrics etc
- 8 years experience working on Quantitative Analysis of the Energy sector
- Relevant energy or commodity market experience
- Experience in time series, regression and Monte Carlo simulations (MATLAB, R, S+)
- Experience in Derivative Pricing, GARCH or VaR
- Excellent written and verbal communication skills
Take this opportunity and take your career to the next level by joining an established team and company in the growing area of energy and commodities. Apply today!