We are partnering with a leading global commodities trading firm to hire a Quantitative Structurer focused on the optimisation and valuation of battery storage assets across power markets. This is a high-impact role at the intersection of quantitative modelling, energy trading, and the energy transition.
The Opportunity
You will design and implement advanced models to optimise battery dispatch, capture market volatility, and price structured transactions across ancillary services, arbitrage, and capacity markets. Working closely with traders, originators, and technologists, you will play a key role in building the firm’s battery trading and structuring capability.
Key Responsibilities
* Develop stochastic and optimisation models for battery storage (e.g. multi-market co-optimisation across day-ahead, intraday, and balancing markets)
* Build valuation frameworks for battery assets and structured deals (tolling agreements, PPAs, flex products)
* Partner with traders to translate market opportunities into executable strategies
* Enhance real-time decision tools for battery dispatch and portfolio optimisation
* Integrate constraints such as degradation, cycling limits, and regulatory requirements into models
* Contribute to the build-out of scalable analytics and pricing infrastructure
Requirements
* Strong academic background in a quantitative field (e.g. mathematics, physics, engineering, or financial engineering)
* Proven experience in power markets, commodities trading, or energy-focused quant roles
* Deep understanding of optimisation techniques (linear programming, dynamic programming, stochastic control)
* Proficiency in Python (or similar) and experience building production-grade models
* Knowledge of battery storage economics, ancillary services, and power market microstructure is highly desirable
* Strong communication skills with the ability to work closely with trading desks
We look forward to hearing from you!