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- Tasks: Join us as a Quantitative Researcher, tackling energy trading challenges and building innovative models.
- Company: Aubay UK is a dynamic company focused on energy commodities and quantitative excellence.
- Benefits: Enjoy ~25 days annual leave, work from home options, and training opportunities.
- Why this job: Be part of cutting-edge projects with a supportive team and make a real impact in energy trading.
- Qualifications: PhD or MS in a quantitative field; experience in energy trading and advanced coding skills required.
- Other info: Expect travel to Doha, Qatar for up to 2 weeks every 1-2 months.
The predicted salary is between 36000 - 60000 £ per year.
Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and building robust models to drive analytical excellence within our front office. This role involves significant travel to Doha, Qatar (up to 2 weeks at a time every 1-2 months). Further details regarding travel requirements will be discussed during the interview process.
Required Skills and Experience
- Previous work experience working as a quant in an energy commodity trading organisation
- Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), modelling stochastic volatility and correlation in commodity prices.
- Expert-level coding skills in a language such as Python, C#, or C++
Desired Skills and Experience
- Proficiency in programming (Python, C++, etc.) and data analysis tools
- Strong understanding of financial markets, trading strategies, and risk management
- Experience with statistical modelling, machine learning, and algorithm development
- Ability to work with large datasets and perform complex quantitative analysis
- Excellent communication and teamwork skills
Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related.
Key Role Responsibilities
- Develop and implement pricing models for complex option structures.
- Develop and implement tools for monitoring the Greeks of option positions.
- Build and refine Monte Carlo simulation tools for portfolio scenario simulation.
- Create, calibrate, and implement multifactor models for forward price simulation.
- Help build and validate gas storage model for pricing storage assets and swing structures
- Contribute to the methodology for modelling volatility and cross-commodity correlations
- Collaborate with structurers and other stakeholders to integrate models into existing trading and valuation practice.
- Continuously improve models based on feedback and performance metrics.
At Aubay UK, people are at the heart of our business. We offer a competitive remuneration package which includes a range of benefits. You will receive continuous support from our dedicated team of Talent Acquisition Specialists who will support your career development and success during your assignment with our client.
- ~25 Days Annual Leave
- ~ Work From Home Opportunities
- ~ Pension Scheme
- ~ Opportunities to Work Directly with our Client
- ~ Training Opportunities
- ~ Discount Holidays at I'Aero Chalet
Quantitative Researcher - Energy Trading employer: Aubay UK
Contact Detail:
Aubay UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - Energy Trading
✨Tip Number 1
Network with professionals in the energy trading sector. Attend industry conferences, webinars, or local meetups to connect with people who work as quantitative researchers or analysts. This can help you gain insights into the role and potentially lead to referrals.
✨Tip Number 2
Familiarise yourself with the latest trends and technologies in energy commodities trading. Follow relevant blogs, podcasts, and publications to stay updated on market developments and quantitative modelling techniques that are currently in demand.
✨Tip Number 3
Prepare for technical interviews by practising coding challenges and quantitative problems related to energy trading. Use platforms like LeetCode or HackerRank to sharpen your skills in Python, C++, or other relevant programming languages.
✨Tip Number 4
Showcase your ability to work with large datasets by engaging in personal projects or contributing to open-source initiatives. This not only enhances your skills but also demonstrates your practical experience to potential employers.
We think you need these skills to ace Quantitative Researcher - Energy Trading
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in energy commodities trading and quantitative modelling. Emphasise any relevant projects or roles that demonstrate your expertise in building models and coding skills.
Craft a Strong Cover Letter: In your cover letter, explain why you are interested in the Quantitative Researcher position at Aubay UK. Mention specific skills that align with the job description, such as your experience with Monte Carlo simulations and option pricing.
Showcase Technical Skills: Clearly outline your coding proficiency in languages like Python, C#, or C++. Provide examples of how you've used these skills in previous roles, particularly in relation to statistical modelling and data analysis.
Highlight Teamwork and Communication: Since collaboration is key in this role, include examples of how you've successfully worked in teams. Discuss any experiences where your communication skills helped achieve project goals or improved model integration.
How to prepare for a job interview at Aubay UK
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative modelling in detail. Highlight specific projects where you've built models for pricing options or developed Monte Carlo simulations, as this is crucial for the role.
✨Demonstrate Coding Proficiency
Since expert-level coding skills are required, be ready to talk about your experience with programming languages like Python, C#, or C++. You might even be asked to solve a coding problem during the interview, so brush up on your coding skills beforehand.
✨Understand the Energy Market
Familiarise yourself with current trends and challenges in energy commodities trading. Being able to discuss market dynamics and how they affect pricing models will show your depth of knowledge and interest in the field.
✨Prepare for Travel Discussions
Since the role involves significant travel to Doha, Qatar, be ready to discuss your availability and willingness to travel. This shows that you are committed and flexible, which is important for the position.
