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- Tasks: Join us as a Quantitative Analyst to develop pricing models and tools for energy trading.
- Company: Aubay UK is a dynamic energy trading firm focused on innovation and analytical 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 travel opportunities to Doha.
- Qualifications: PhD or MS in a quantitative field; experience in energy commodities and advanced coding skills required.
- Other info: Significant travel to Doha every 1-2 months for up to 2 weeks.
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/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
Brush up on your coding skills, especially in Python, C#, or C++. Consider working on personal projects or contributing to open-source projects that showcase your ability to build models and simulations relevant to the role.
✨Tip Number 3
Network with professionals in the energy trading sector. Attend industry conferences or webinars where you can meet potential colleagues and learn more about the company culture at Aubay UK, which can help you tailor your approach during the interview.
✨Tip Number 4
Prepare to discuss your experience with complex quantitative analysis and modelling. Be ready to provide specific examples of past projects where you've successfully implemented pricing models or simulation tools, as this will demonstrate your expertise and problem-solving abilities.
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: 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 your experience with Monte Carlo simulations and complex option pricing to demonstrate your fit.
Showcase Relevant Projects: If you have worked on specific projects related to gas storage models or multifactor models, include these in your application. Detail your contributions and the outcomes to illustrate your analytical capabilities.
Highlight Communication Skills: Since collaboration is key in this role, make sure to mention any experiences where you successfully worked in teams or communicated complex ideas effectively. This will show that you can integrate well with the existing team at Aubay UK.
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 will demonstrate your expertise in the field.
✨Demonstrate Coding Proficiency
Since expert-level coding skills are crucial for this role, 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 beforehand.
✨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 understanding of the industry.
✨Prepare for Travel Discussions
Since the role involves significant travel to Doha, Qatar, 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.
