Gas Quant Structurer
Core
Develop quantitative models, perform valuations, and design transaction structures for a European gas portfolio.
Role type
Senior IC gas quant structurer
Builds
Production-grade valuation tools, back-testing engines, and innovative gas deal structures
Domain
Energy (Gas) + Quantitative Finance
Deliverable
production ML models | product features
Required skills
Quantitative finance, derivatives, option theory, numerical methods, Python, pricing expertise, sensitivity analysis, stress testing
Preferred skills
C++, Azure ecosystem, data engineering pipelines, CQF qualification, European gas markets exposure
Technologies
Python, C++, Azure
Responsibilities
Develop and enhance pricing models capturing optionality and complex payoff profiles; deliver robust quantitative valuations and propose hedging solutions; collaborate with Origination and Trading teams to support deal structuring
Seniority
Senior, hands-on IC
