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
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