Quantitative Analyst - Options (Power & Gas)
We are working with the Head of the Quant Structuring and Valuation Team at one of the world's largest independent commodity trading firms. The firm is actively looking to bring on a mid level Quantitative Analyst with experience in options pricing across power, oil, or gas as they continue to rapidly expand their US asset manager arm and spec trading business in the Houston area.
What You'll Do:
- Build and refine models for pricing and risk assessment of intricate energy deals.
- Partner with traders to ensure model assumptions are robust and aligned with market realities.
- Evaluate model performance, identify limitations, and communicate associated risks.
- Translate technical outputs into actionable insights for commercial teams.
- Contribute to structuring innovative transactions and generating trade ideas.
- Support origination efforts and provide quantitative input for investment opportunities.
- Enhance internal pricing libraries through clean, efficient code development.
- Conduct targeted market analyses and design visualization tools to inform decision-making.
What We're Looking For:
- Strong foundation in probability, statistics, stochastic processes, option pricing, and numerical methods.
- 3-5 years of experience in a quantitative role within trading or risk analytics.
- Advanced academic background in a quantitative discipline (PhD preferred).
- Proficiency in programming (Python strongly preferred).
- Familiarity with European energy markets; experience with renewables or weather-linked products is advantageous.
- Exceptional communication skills with the ability to simplify complex concepts.
- Collaborative mindset and self-starter attitude.
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