My client trades LNG, gas, power and energy attributes - and connects independent producers, suppliers and corporate off-takers in the wholesale energy markets.
The Quantitative Analytics team is responsible for:
Providing high-quality model development that supports front office pricing and risk management of complex and structured products
Carrying out quantitative analysis of complex trading to help CET’s traders to maximise value and manage risk
Assisting originators in development of new products.
Job role:
The successful candidate will be required to:
Produce high quality increments to the team’s model library working both individually and collaboratively
Be able to assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition
Develop within the team’s common Python code base.
The Person:
Masters Degree or PhD qualification within science, mathematics or other quantitative subject
Experience with derivatives pricing and risk management systems
Experience of having worked within a trading environment
Energy / commodity market familiarity
Experience of code development (including Python)
Strong Communicator
Strong interpersonal skills.