Vacancy detail

Commodities (Energy) Quant Strat -VP/ED level

£125,000 – £450,000 market leading compensation/benefits

Location: United Kingdom (London – City of London, London) Type: Permanent Skills: power; gas; quant; modelling; hedge fund; energy; quant; risk; c++, analytics library

This person will be the main author of the (new) global pricing library and take a crucial position in the redesign of the risk platform. This is a firm-wide tool that touches every aspect of a global business in every energy / financial asset class (Power, Gas, Oil, LNG, Carbon Certificates etc).

You will join a top team aligned with; Traders, Quants, Software Engineers and Data Scientists in a group that are thought leaders within the energy trading space. In order to build the next generation of their valuation and risk system, they are looking for a strong Quant Strat who has built a pricing library, for advanced trade valuation. The ideal candidate will have at least, financial commodities markets experience, specifically gas and/or power markets and had exposure to building a risk engine.

Requirements:

  • Financial commodities markets experience, specifically gas and/or power markets
  • Experience of building a pricing library, for advanced trade valuation
  • Knowledge of Option pricing theory and Finance.
  • Strong communication & collaboration skills.
  • MS/PhD in a quantitative field.
  • Programming in C++ (Python a plus)

Personal Characteristics

  • Team player
  • Self-motivated with the ability to prioritize, meet deadlines, and manage changing priorities
  • Able to work in a high pressure on-call environment with changing priorities
  • Proactive and customer focused "make it work" mentality
  • Highly responsive, energetic and enthusiastic
  • Resourceful and able to think creatively and adapt

Reference: AMC/AMO/DM1048657

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