Senior Quantitative Analyst

Role overview

Responsibilities

• Implement, validate, and support models and tools for valuing and optimizing commodity deals and portfolios.
• Assess embedded optionality, pricing, and risks across liquid and illiquid markets and short-, medium-, and long-term deal terms.
• Identify transaction value drivers and risks, and support optimization of the existing commodity portfolio.
• Deliver high-quality code, review and improve existing code, and meet predefined deadlines.
• Track developments in quantitative models and techniques and upgrade models and tools where appropriate.
• Provide quantitative analyses to support commercial decision-making.

Required qualifications

• Master’s degree or above in a quantitative discipline such as Quantitative Finance, Engineering, Physics, Mathematics, Statistics, or equivalent.
• Option-valuing experience as a Quantitative Analyst in a trading or risk management environment is required.
• Good understanding of optimization principles, probability, stochastic calculus, and financial concepts.
• Proficiency in Python or C++ is required; knowledge of additional languages such as Java is advantageous.
• Experience using AI-assisted software development tools to improve productivity, code quality, and workflows.
• Strong interpersonal skills, ability to work in a complex team, and ability to communicate analysis results clearly and concisely.

Preferred qualifications

• Exposure to energy markets such as LNG, gas, power, or environmental product markets is advantageous.
• Experience working across multiple locations is highly desirable.

Additional information