Front Office Quantitative Analyst
About the job
An international commodities trading firm have recently appointed one of the most formidable leaders in the energy industry to spearhead a £10bn overhaul of the organisation to accomplish the firm’s mission to secure natural gas and power supplies for Europe via the London trading desk.
The front-office trading division are searching for a Quantitative Analyst to directly support the Portfolio Manager in producing front-office.
The Quantitative Analyst will be responsible for the front-office model design and development, including alpha signal generation, derivative valuation models, commodity demand forecasts, and tools to optimise trading strategies.
*This role is available in London, Manchester or Paris*
- Support the Portfolio Manager by generating quantitative models relating to the commodity portfolio strategy such as indexing models, market risk models, pricing models, alpha generation strategy etc
- Generate energy demand forecasting models to support alpha generation strategy
- Engage stakeholders across the portfolio strategy process including Portfolio Manager and the Execution Desk
- Maintain a clear end to end view of portfolio elements and full scenario analysis of portfolio distribution
- Ph.D. or M.Sc. in a STEM topic
- Experience developing derivative pricing libraries, market risk or structuring models
- Practical model development or validation experience with an ability to think critically
- Proficiency with Python
- Strong communication skills to facilitate the ability to work effectively as part of a global team and liaise with key stakeholders.
- Fluency in written and spoken English.
- Experience with commodities, power or hydrocarbons
- Additional European language is beneficial but not essential