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- Tasks: Join us as a Quantitative Analyst to model and price energy trading options.
- Company: Aubay UK is a leading energy trading firm focused on innovation and analytical excellence.
- Benefits: Enjoy remote work, a pension scheme, and direct client collaboration opportunities.
- Why this job: Be part of cutting-edge projects with a supportive team in a dynamic industry.
- Qualifications: PhD or MS in a quantitative field; experience in energy commodities trading required.
- Other info: Expect travel to Doha, Qatar for up to 2 weeks every 1-2 months.
The predicted salary is between 43200 - 72000 £ per year.
Quantitative Analyst/Researcher – Energy Trading Firm – UK Remote, Doha Qatar Travel
Role Summary
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.
- 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.
- Work From Home Opportunities
- Pension Scheme
- Opportunities to Work Directly with our Client
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Analyst
Industries
Services for Renewable Energy
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Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel employer: Aubay UK
Contact Detail:
Aubay UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel
✨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 interviews, as you'll be able to discuss relevant topics confidently.
✨Tip Number 2
Network with professionals in the energy trading sector. Attend industry conferences or webinars, and connect with people on platforms like LinkedIn. This can help you gain insights into the role and potentially get referrals.
✨Tip Number 3
Brush up on your coding skills, especially in Python, C#, or C++. Consider working on personal projects or contributing to open-source projects that involve quantitative analysis to showcase your expertise.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving questions related to quantitative modelling and financial markets. Being able to demonstrate your analytical thinking and coding abilities will be crucial in landing this role.
We think you need these skills to ace Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel
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 Python, C#, or C++, and any relevant projects that showcase your expertise.
Craft a Strong Cover Letter: Write a cover letter that specifically addresses the role at Aubay UK. Mention your previous work experience as a quant, your understanding of financial markets, and how you can contribute to their projects. Be sure to express your enthusiasm for the opportunity.
Highlight Relevant Skills: In your application, clearly outline your skills in statistical modelling, machine learning, and algorithm development. Provide examples of how you've worked with large datasets and performed complex quantitative analysis in past roles.
Prepare for Interviews: Anticipate questions related to your experience with pricing models and option structures. Be ready to discuss your approach to modelling volatility and cross-commodity correlations, as well as your ability to collaborate with teams.
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 showcase your proficiency in languages like Python, C#, or C++. You might be asked to solve a coding problem during the interview, so practice common algorithms and data structures.
✨Understand the Energy Market
Familiarise yourself with current trends and challenges in the energy commodities market. Being able to discuss recent developments or how they impact trading strategies will show your genuine interest and expertise in the field.
✨Prepare for Travel Discussions
As the role involves significant travel to Doha, be ready to discuss your availability and willingness to travel. It’s important to convey that you are flexible and can manage the travel requirements effectively.
