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Job Details
Quantitative Analyst
- Role:
- Quantitative Analyst
- Location:
- London
Description
Reporting to: Head of Quantitative Analysis, Analytics & Valuation Team (Front Office)
This is a Quantitative Analyst role where the successful individual will be responsible for valuing complex commodity deal structures in the energy markets. He or she will be responsible for the development and enhancement of quantitative modelling to support valuation, optimisation and trading activities. They will also advise and undertake appropriate analysis of hedging strategies to facilitate the management of risk and flexibility. The individual will be responsible for liaising with multiple partners including Origination, Trading and Risk, and apply their commercial acumen to ensure an appropriate valuation is provided for potential transactions.
Job outline and Challenges
Valuation of structured transactions predominantly in both the power sector (including renewables, UK and European power structures) and gas sector (swing, storage, life of field offtake arrangements) including assessment of appropriate inputs and modelling requirements to suit trading strategy
Assisting in the development of new pricing models and methods
Valuation and risk assessment of asset based transactions
Supporting the Load book requirements for valuing complex sales structures
Supporting the Managing Director of Midstream and the Director of Trading to provide performance analysis of existing and future hedging strategies
Working closely with traders to assist in the analysis and development of trading strategy
Requirements
Strong appetite for practical problem solving in a fast-moving commercial environment
Degree level education in a highly quantitative subject (for example engineering, mathematics, science, engineering, finance). Masters or PhD level qualifications are desirable
Experience in the energy sector and a detailed understanding of energy market fundamentals and physical constraints
Good IT literacy - general computer programming experience is essential (e.g. Python, C++, VBA, or similar)
Strong commercial acumen, combined with an understanding of financial risk and option value and practical approach to valuation issues
Good theoretical and practical knowledge of derivative instruments and understanding of valuation and risk analysis methods
Able to communicate complex issues in a clear, understandable manner to Traders, Originators, Management, Risk and other teams
Ability to work under pressure and to tight deadlines in a trading environment
High attention to detail in both numerical analysis and written work
Should be capable of developing a good understanding of market dynamics and modelling methods, and apply it to real-world transactions.
Strong influencing skills
Contact Us
For more information or to apply for this role please contact Laxmi Gill on +44(0)207 947 4463 or email at laxmi.gill@apcglobal.co.uk