Quantitative Analyst

QUANTITATIVE ANALYST

Excellent opportunity to join a Leading Global Commodity Trading company who are looking for a Quantitative Analyst to join their expanding team. The company offers good prospects and remuneration. You would be working in a vibrant environment and part of a great team.

Responsibilities

• Implement, validate, and support existing and new models/tools, and use them to value and optimize new LNG deals, including their embedded optionality, that add value to, and support growth of, the portfolio in both liquid and illiquid markets.
• Identify value drivers and risks inherent in the transactions. Work will cover all types of LNG deal terms - short-, medium-, and long- term.
• Support portfolio optimization and valuation of optionality across the traded commodities.
• Deliver high-quality code, including reviewing and improving the existing code within pre-defined deadlines.
• Remain knowledgeable about the development of quantitative models and techniques, and upgrade models/tools where appropriate.
• Provide relevant quantitative analyses to assist the commercial decision-making process.

Qualifications:

• Master’s degree or above in a quantitative discipline such as Quantitative Finance, Engineering, Physics, Mathematics, Statistics or equivalent.
• A minimum of 5 years’ experience in developing option pricing models as a Quantitative Analyst in a trading environment is required.
• Good understanding of optimization principles, probability, stochastic calculus, and financial concepts.
• Proficiency in Python / C++ required.
• Good interpersonal skills, both with team colleagues and stakeholders.
• Proven ability to work within a complex team and stakeholders.
• Ability to communicate model outputs and analysis results in a clear, simple, and concise manner.
• Fluency in English required.

Experience required

• Prior exposure to Energy Markets (e.g., LNG, gas, power, or environmental product markets) is advantageous.
• Knowledge of additional languages (e.g., Java) is advantageous.
• Experience in working across multiple locations highly desirable.