Valuation and Structuring Quantitative Analyst, Gas and Power
Core
Provide transparent, independent, and commercially actionable valuation expertise for gas storage, swing contracts, pipeline capacity, and power generation assets, focusing on identifying and pricing embedded physical and financial optionality.
Role type
Senior Front Office Quantitative Analyst (Valuation & Structuring)
Builds
Valuation templates, analytics tools, and structured supply/offtake agreements for Gas and Power trading.
Domain
Energy (Gas & Power), Financial Engineering, Commodities Trading
Deliverable
production ML models | product features
Required skills
Stochastic modelling, option pricing, curve/volatility calibration, optimization techniques, Python, gas hub knowledge, power market dynamics, capacity rights valuation, back-testing, risk translation
Preferred skills
MSc/PhD, Front Office Gas & Power experience, structured transactions design
Technologies
Python, stochastic models, optimization routines, analytics tools
Responsibilities
Model storage injection/withdrawal optimization and swing flexibility; Design structure rules and exposure mapping; Calibrate illiquid curves and volatility structures; Advise on hedging strategies for complex cross-commodity exposures; Conduct back-testing and parameter research; Collaborate on model deployment and integration.
Seniority
Senior, hands-on IC