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.
Required Skills and Experience:
* Advanced degree (PhD or MS) in a quantitative subject such as Mathematics, Physics, Statistics, Computer Science, Engineering, or a related field.
* Proven experience as a front-office quant within energy commodities trading, with a strong focus on quantitative analysis and modelling.
* Deep understanding and hands-on experience in pricing complex option structures and building financial models (e.g., Monte Carlo simulations, multifactor models, stochastic volatility models).
* Exceptional analytical and problem-solving skills, coupled with a strong grasp of programming and numerical techniques.
* Ability to work independently while maintaining excellent communication and collaboration skills.
Desired Skills and Experience:
* Passion for energy markets and quantitative analysis.
* A proactive approach to problem-solving and innovation.
Role Responsibilities:
* Develop and implement models for Monte Carlo simulation, price path simulation, multifactor models, and other advanced quantitative methods.
* Price complex option structures and provide expertise in gas storage valuation, stochastic volatility models, and other derivatives-related processes.
* Collaborate closely with the front office team to support energy commodities trading and provide actionable insights.
* Stay at the forefront of quantitative research to enhance existing models and create innovative solutions.
At Aubay UK, people are at the heart of our business. We offer a competitive remunerations package which includes a range of benefits. You will receive continuous support from our dedicated team of Talent Acquisition Specialists who will support your career development and success during your assignment with our client.
* 25 Days Annual Leave
* Work From Home Opportunities
* Pension Scheme
* Opportunities to Work Directly with our Client
* Training Opportunities
* Discount Holidays at I'Aero Chalet