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:
1. Passion for energy markets and quantitative analysis.
2. A proactive appro...