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Quantitative analyst

Glasgow (Glasgow City)
Centrica
Quantitative analyst
Posted: 23h ago
Offer description

Join us, be part of more.

We’re so much more than an energy company. We’re a family of brands revolutionising how we power the planet. We're energisers. One team of 21,000 colleagues that’s energising a greener, fairer future by creating an energy system that doesn’t rely on fossil fuels, whilst living our powerful commitment to igniting positive change in our communities. Here, you can find more purpose, more passion and more potential. That’s why working here is #MoreThanACareer. We do energy differently – we do it all. We make it, store it, move it, sell it and mend it.


About your team:

At Centrica Energy, our mission is to move it.

We’re energy movers by nature. We’re a global renewable energy trading company which helps move energy from source to use – powering businesses, homes, and societies as they transition to a new sustainable energy future. If the idea of working to create a sustainable energy future also moves you, we may very well be the right place for you.

The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for:

1. Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk

2. Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions

3. Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors.

As a Quantitative Analyst you will become part of an agile team of circa 12 people located across our offices in both London (UK) and Aalborg (Denmark), with a broad remit to support the development, and use of, our pricing and risk management models and systems.

This role will be situated in our London office and the successful candidate will be required to:

4. Produce high quality increments to the team’s model library - working both individually and collaboratively

5. Assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition

6. Leverage the teams cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.

Here’s what we’re looking for:

7. Experience of having worked as a Quantitative Analyst (or similar role) with derivatives pricing and risk management systems

8. Familiarity or high level of interest in Energy / commodity markets

9. Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject

10. Excellent understanding of a variety of mathematical and statistical models used in finance

11. Experience of code development (ideally Python)

12. Strong Communicator and fluent in English language

13. Strong interpersonal skills.

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