Quantitative Power Analyst

Join to apply for the Quantitative Analyst - Power & Gas role at Gunvor Group.

Job Description: To support the growth in complex trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to work within our Structuring and Valuation team.

Job Title: Quantitative Analyst - Power & Gas

Contract Type: Full time

Main Responsibilities:

• Develop valuation models of complex trades
• Work with Trading to validate the appropriateness of model assumptions
• Understand model limitations and model risk
• Articulate intuition regarding model outputs
• Provide insight into trading strategies and asset optimization
• Generate trade ideas and assist with deal structuring
• Support Origination and investment decisions
• Contribute to the team’s pricing library with high-quality code
• Perform ad-hoc market analyses as required to support decision making
• Develop reports and visualization tools

Profile/Key Skills:

• 2-3 years’ experience working as a Quantitative Analyst
• Degree in a highly quantitative subject, ideally to doctoral level
• Understanding of probability, statistics, stochastic calculus, option pricing theory, and numerical analysis
• Programming experience, ideally in Python
• Knowledge of European energy markets
• Experience modelling energy assets, including renewables and weather derivatives (preferred)
• Excellent communication and presentation skills
• Ability to explain complex mathematical concepts
• Team player with self-driven attitude
• Fluent in English

If you believe this position is a good fit, we encourage you to apply!

Our people make all the difference in our success.