Valuation and Structuring Quantitative Analyst, Gas and Power

About the role

Provide independent valuations and risk assessments for gas storage, swing options, pipeline capacity, power assets, and other structured transactions, including analysis of embedded operational and market optionality. Develop valuation and optimization tools, advise on structuring and hedging, validate models and assumptions, and collaborate with traders, commercial teams, and technology groups. A strong quantitative background is required, with an MSc or PhD preferred, alongside front-office gas and power valuation, structuring, or optimization experience. Candidates should bring expertise in storage, swing, pipeline, and power optionality; advanced Python and option-pricing skills; market knowledge; and experience with calibration, backtesting, and communicating complex analysis.