Quantitative Analyst V&S - Crude, Products, and Freight
Core
Provide independent valuation, risk assessment, and structuring support for crude, refined products, and freight trading, focusing on embedded optionality in physical and financial deals.
Role type
Senior Front Office Quantitative Analyst (Commodities/Structuring)
Builds
Valuation templates, analytics tools for arbitrage and optimization, and hedging strategies for complex exposures.
Domain
Energy & Chemicals (Crude, Refined Products, Freight)
Deliverable
production ML models | product features
Required skills
Crude and products valuation, blending optimization, refinery economics, freight optionality, option pricing, curve/volatility modelling, Python (pricing/optimization), illiquid parameter calibration, back-testing, global oil market knowledge (Brent, WTI, Dubai), tanker market dynamics, cross-basin arbitrage.
Preferred skills
MSc/PhD, London market exposure, stochastic/scenario-based modelling, portfolio optimization techniques.
Responsibilities
Provide fair valuation and independent risk assessment for structured deals; support traders with structure design and commercial explanation of optionality; build analytics tools for modelling arbitrage and optimization; contribute insight to global corporate projects; advise on hedging strategies for complex exposures; conduct back-testing and parameter research; collaborate with technology teams for model deployment.
Seniority
Senior, hands-on IC
