Quantitative Analyst (Energy Derivatives Pricing)
We are working with a leading energy trade house based in Houston that is looking to support the growth in complex trades being executed by their Power and Gas trading desks by bringing on a Quantitative Analyst to work within their Structuring and Valuation team.
Main Responsibilities:
- Develop valuation models of complex trades
- Develop Pricing models across energy derivatives and 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 optimization
- 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 visualization tools
Profile/Key Skills
- 2-4 years of 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
- Ideally, experience modeling 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
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