Quantitative Analyst

Recruiter
Gazprom Marketing & Trading Limited
Location
London (Greater)
Posted
31 Oct 2017
Closes
15 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

The successful applicant will contribute to the modelling, analysis and pricing requirements of the Gas, Power & Derivatives Trading desks. The successful candidate will contribute to multi-commodity derivative strategies through innovation of hedging and risk management approaches. The role involves liaising with various stakeholders such as Traders, Originators and Developers.

Duties & Responsibilities

  • Working closely with traders to assist in the development of trading & hedging strategies around the Gas and Power portfolio. Namely hedging of non-linear exposures using various derivatives.
  • Support the ongoing expansion of the Derivatives business
  • Working closely with structured traders and originators contributing to the structuring and pricing of complex deals.
  • Develop and extend models to improve portfolio risk management and to increase types of products traded.
  • The role extends beyond Gas and Power leading to involvement in areas such as Oil, LNG, Weather and FX.
  • Working closely with the other Quants/Developers to make use of and expand the model library.
  • Assisting more junior team members in their activities and technical development.

Skills & Competencies

  • Outstanding commercial acumen, combined with an understanding of financial risk and option value
  • Strong ability for quantitative problem solving sustained by outstanding foundations in maths/stats
  • Solid enthusiasm for commercially driven problem solving
  • Ability to communicate complex issues in a clear, understandable manner to customer facing business units
  • Ability to work under pressure and to tight deadlines in a trading environment
  • Should be capable of developing a good understanding of market dynamics and modelling methods, and apply it to real-world transactions
  • Ability to explain and defend the methodology used in the development of quantitative tools
  • Effective written and verbal communication skills; fluency in English (verbal and written) is essential
  • Python programming skills would be an advantage
  • Knowledge and experience of programming numerical algorithms would be an advantage

Experience

  • Experience in a commodity or financial trading environment
  • Experience of implementing models for derivative pricing
  • Exposure to trading, retailing, or asset management in traded markets
  • Exposure to energy structured products such as Tolling, Storage and Swing
  • Experience of coding in a shared environment would be an advantage
  • Experience in managing one or more individuals would be an advantage

Education

  • Degree level (or equivalent) education in a highly quantitative subject.

This job was originally posted as www.jobsite.co.uk/job/959427564