Graduate Front Office Quantitative Analyst

About the job

A leading Energy Trading and Marketing team are searching for a Graduate to join their front office trading team as a Quantitative Analyst.

As a Graduate Quantitative Analyst you will be:

• Providing quantitative analysis outcomes to Portfolio Managers to support trading decisions
• Working on alpha generation strategy
• Liaising with stakeholders across the front office including portfolio management, pricing, and execution
• Generating energy demand forecasting models to support the alpha generation strategy
• Calculating quantitative and qualitative indexing and market risk models such are options pricing, VaR, CVaR, Expected Shortfall

Requirements:

• Degree education in a STEM subject- Mathematics, Quantitative Finance, Data Science, Computer Science etc.
• Knowledge of finance, market risk and pricing models
• Experience with stochastic calculus – Black Scholes, Monte Carlo, Hull White, Heston, Greeks etc
• Attention to detail and ability to work logically and strategically within a team to achieve the best outcomes
• Competent using data analytics tools such as Excel, Python, SQL
• Ability to communicate and translate between technical and business teams