Derivatives Quant Analyst - Power & Gas Markets
A leading energy trading firm is hiring a Derivatives Quant Analyst to support their Power & Gas trading desk. The role is trading-aligned, focused on developing and extending valuation models and tools used in physical and paper markets.
Role
* Build pricing and scenario models from first principles
* Refactor legacy model components and improve platform structure
* Work closely with traders to develop desk-specific modelling solutions
* Extend and maintain a large-scale C++20-based analytics library
Requirements
* Direct experience in traded power or gas markets (e.g. EPEX, CAISO)
* Strong understanding of physical market dynamics (weather, grid constraints, supply/demand)
* Quantitative modelling background—ideally in energy derivatives or structured deals
* Comfortable working in C++
Base: £150k - £200k
Hybrid: 2 Days