Quantitative Power Analyst

Job Title:

Quantitative Power Analyst

Contract Type:

Permanent

Time Type:

Full time

Job Description:

To support the growth in complex trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to work within our Structuring and Valuation team.

Main Responsibilities:

- Develop valuation models of complex trades

- Work with Trading to validate the appropriateness of model assumptions

- Understand model limitations and model risk

- Articulate intuition regarding model outputs

- Provide insight into trading strategies and asset optimization

- Generate trade ideas and assist with deal structuring

- Support Origination and investment decisions

- Contribute to the team’s pricing library with high-quality code

- Perform ad-hoc market analyses as required to support decision making

- Develop reports and visualization tools

Profile/Key Skills

- 5 year’s experience working as a Quantitative Analyst

- Degree in a highly quantitative subject, ideally to doctoral level

- Located in the Houston, TX area

- Understanding of probability, statistics, stochastic calculus, option pricing theory and numerical analysis

- Programming experience, ideally in Python

- Ideally, experience modelling energy assets, including renewables, thermal assets, and energy storage

- Excellent communication and presentation skills

- Ability to explain complex mathematical concepts

- Desire to work as part of a team as well as being self-driven

- Fluent in English

If you think the open position you see is right for you, we encourage you to apply!

Our people make all the difference in our success.