Senior Quantitative Analyst - Commodity / Power

SR Investment Partners
Closing date
23 Mar 2021

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Technology & New Media
Contract Type

Job Details

A Global Hedge Fund in London is looking for a talented Commodities Quantitative Analyst with expertise in Power. This is to join a new commodities team and be focused on extracting real data, clean data into useable formats for trading and research. This person will work with a respected head of commodities portfolio manager. Great potential to grow and be part of a successful commodities trading team.

Power stack modeling, Machine Learning, Python, Data Scientist, Electricity, Python, R, Quantitative Analyst, commodities, power, trading

  • Apply machine learning applications and solutions to complex trading problems
  • Apply mathematical and statistical analysis to develop trading and risk management strategies
  • Build ptimisation models
  • Scrape data in order from 3rd parties in order to make sense for trading /research
  • Research and analytical skill on data sourcing
  • Strong Mathematical skills
  • Knowledge of the markets
  • Power spot pricing
  • Build trading strategies around their research
  • Analyze large amounts of unstructured data to support a data-driven decision-making process
  • Responsible for building & maintaining all analytical pricing models
  • Stack model experience i.e power and market price forecasting, use of statistical models to forecast day-ahead, market prices based on recent market prices
  • Experience building models and data science
  • Strong technical programming skills in Python

  • Must have an advanced quantitative degree (MS or Ph.D.) from a top tier school
  • Must have working experience in the Energy or Electricity Markets, (Transmission Studies, Congestion Analysis, Distribution, Nodal Simulation Models) is preferred, not required
  • Master in Finance or Quantitative field preferred
  • Industry years industry experience within commodities being Power as the main area
  • Strong analytical skills, problem -solving mindset
  • Ability to communicate complex issues to Trading, both written and verbally, in a clear concise manner
  • Build power stock modeling skills
  • Must have proven machine learning technology skills (Tensor Flow, XG Boost, dplyr, Pandas)
  • Must have strong programming in Python
  • Must be comfortable working with large amounts of data
  • Must have strong communication skills

Location: London

Salary: £ Competitive + Bonus


If you're interested in this opportunity, forward you're CV to Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 for more details

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