Quantitative Analyst, V&S Gas and Power
Core
Provide independent valuation, risk assessment, and structuring expertise for gas storage, swing options, pipeline capacity, and power generation assets to support trading and corporate initiatives.
Role type
Senior Front Office Quantitative Analyst (Gas & Power Valuation & Structuring)
Builds
Valuation templates, analytics tools, and structured supply/offtake agreements for global corporate projects and trading desks.
Domain
Energy (Gas & Power) / Financial Engineering / Commodities Trading
Deliverable
production ML models | product features
Required skills
Stochastic modeling, scenario-based analysis, optimization techniques, option pricing, curve/volatility modeling, back-testing, illiquid parameter calibration, Python for analytics, gas hub knowledge, power market dynamics, capacity auction understanding
Preferred skills
MSc/PhD in quantitative field, Front Office Gas & Power valuation experience, experience with storage/swing/power optionality frameworks
Technologies
Python, stochastic models, optimization routines, scenario analyzers
Responsibilities
Model storage injection/withdrawal optimization and swing flexibility; design structured deals with exercise rules and dispatch logic; advise on hedging strategies for complex gas and power exposures; conduct back-testing and parameter research; collaborate on model deployment and integration into trading tools.
Seniority
Senior, hands-on IC
