Job Description
Role Summary
Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and building robust models to drive analytical excellence within our front office. This role involves significant travel to Doha, Qatar (up to 2 weeks at a time every 1-2 months). Further details regarding travel requirements will be discussed during the interview process.
Required Skills and Experience
1. Previous work experience working as a quant in an energy commodity trading organisation.
2. Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), modelling stochastic volatility and correlation in commodity prices.
3. Expert-level coding skills in a language such as Python, C#, or C++.
Desired Skills and Experience
1. Proficiency in programming (Python, C++, etc.) and data analysis tools.
2. Strong understanding of financial markets, trading strategies, and risk management.
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