Quantitative Analyst

About the role

Develop and maintain quantitative models for energy derivatives pricing, valuation, and risk management, and collaborate with traders, structurers, and risk managers to support front-office decisions. Research pricing models and build optimization and scenario-analysis tools for asset-backed portfolios, including power generation, battery storage, and gas storage, to improve trading strategies and commercial performance. Candidates need at least five years of experience in quantitative analytics, modeling, or derivatives within energy or commodity trading, along with strong knowledge of US power and gas markets, especially power. Experience in derivatives pricing and valuation, strong Python or C++ skills, and knowledge of stochastic processes, numerical methods, and optimization are required; power or asset-backed trading experience and battery or gas storage experience are preferred or relevant.