Quantitative Analyst

New Yesterday

Overview The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for:
Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors.
Responsibilities As a Quantitative Analyst you will become part of an agile team of circa 12 people located across our offices in both London (UK) and Aalborg (Denmark), with a broad remit to support the development, and use of, our pricing and risk management models and systems. This role will be situated in our London office and the successful candidate will be required to:
Produce high quality increments to the team's model library - working both individually and collaboratively Assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition Leverage the teams cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.
Qualifications Here’s what we’re looking for:
Experience of having worked as a Quantitative Analyst (or similar), delivering pricing and risk metrics for complex derivatives and structured products Excellent understanding of a variety of mathematical and statistical models, stochastic calculus in particular, and their use in finance Master's Degree or PhD qualification within science, computing, mathematics or other quantitative subject Familiarity or high level of interest in Energy / commodity markets Experience of code development (ideally Python) Strong Communicator and fluent in English language Strong interpersonal skills.
#J-18808-Ljbffr
Location:
Greater London
Job Type:
FullTime

We found some similar jobs based on your search