Quant V&S G&P
Core
Quantitative valuation and structuring expert for Gas & Power trading, focusing on embedded optionality in storage, swing contracts, pipeline capacity, and power generation assets.
Role type
Senior Front Office Quantitative Valuation & Structuring Specialist
Builds
Valuation templates, analytics tools, and hedging strategies for complex energy assets.
Domain
Energy (Gas & Power) / Financial Engineering
Deliverable
production ML models | product features
Required skills
Stochastic modelling, option pricing, curve/volatility calibration, optimization techniques, Python, gas hub mechanics, power market dynamics, capacity auction logic
Preferred skills
MSc/PhD in quantitative field, experience with illiquid parameter calibration, cross-commodity strategy design
Technologies
Python, stochastic models, optimization routines
Responsibilities
Provide independent risk assessment and valuation for gas storage, swing options, and pipeline capacity rights; Design structured supply/offtake agreements and dispatch-linked deals; Build analytics tools for storage injection/withdrawal optimization and capacity arbitrage; Advise on hedging strategies for complex exposures across gas and power markets; Conduct back-testing and parameter research for optionality frameworks; Collaborate with technology teams on model deployment.
Seniority
Senior, hands-on IC
