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- Tasks: Join us as a Quantitative Analyst, developing pricing models and tools for energy commodities.
- Company: Aubay UK is a dynamic company focused on innovative solutions in the energy sector.
- 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 impactful work in finance.
- Qualifications: PhD or MS in a quantitative field; expertise in coding and financial markets required.
- Other info: Expect travel to Doha, Qatar, for exciting project collaborations every 1-2 months.
The predicted salary is between 43200 - 72000 £ 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 Analyst - (C++, PhD) employer: Aubay UK
Contact Detail:
Aubay UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst - (C++, PhD)
✨Tip Number 1
Familiarise yourself with the latest trends in energy commodities trading. Understanding current market dynamics and recent developments can give you an edge during discussions and interviews.
✨Tip Number 2
Network with professionals in the quantitative analysis field, especially those with experience in energy commodities. Attend industry conferences or webinars to make connections that could lead to valuable insights or referrals.
✨Tip Number 3
Brush up on your coding skills, particularly in C++ and Python. Consider working on personal projects or contributing to open-source projects that showcase your ability to build complex models and simulations.
✨Tip Number 4
Prepare to discuss your previous experiences in quantitative modelling and how they relate to the role. Be ready to provide specific examples of your work with Monte Carlo simulations and option pricing to demonstrate your expertise.
We think you need these skills to ace Quantitative Analyst - (C++, PhD)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in energy commodities trading and quantitative modelling. Emphasise your coding skills in C++ and any relevant projects that showcase your expertise.
Craft a Strong Cover Letter: In your cover letter, explain why you are passionate about the role and how your background aligns with the responsibilities outlined in the job description. Mention specific experiences that demonstrate your ability to develop pricing models and work with large datasets.
Showcase Relevant Projects: If you have worked on projects involving Monte Carlo simulations or commodity option pricing, be sure to include these in your application. Detail your contributions and the outcomes to illustrate your capabilities.
Highlight Communication Skills: Since collaboration is key in this role, mention any experiences where you successfully worked in teams or communicated complex ideas effectively. This will show that you can integrate models into existing practices and work well with stakeholders.
How to prepare for a job interview at Aubay UK
✨Showcase Your Technical Skills
Make sure to highlight your coding expertise, especially in C++ and Python. Be prepared to discuss specific projects where you've applied these skills, particularly in quantitative modelling or energy commodities trading.
✨Demonstrate Your Understanding of Financial Markets
Familiarise yourself with current trends in energy commodities and trading strategies. During the interview, be ready to discuss how your knowledge can contribute to pricing complex options and managing risks effectively.
✨Prepare for Problem-Solving Questions
Expect to face technical questions that assess your analytical thinking and problem-solving abilities. Practice explaining your thought process clearly, especially when discussing Monte Carlo simulations or multifactor models.
✨Emphasise Team Collaboration
Since the role involves working closely with structurers and other stakeholders, be sure to share examples of successful teamwork from your past experiences. Highlight your communication skills and how you’ve integrated feedback into your work.
