Senior Energy Quantitative Analyst – London, United Kingdom

A hands-on market leader in Gas & Power is looking for a Senior Quantitative Analyst to join their front office team during its recent expansion. This really is a unique opportunity to join a fantastic team and a truly innovative player in the Energy market with recently reported annual revenues exceeding 30Billion USD.
They are looking for an experienced Energy Quant to specifically support the Power & Gas and Fuels trading units at their office in London.

The successful candidate will have the opportunity to develop derivative pricing models from scratch and implement both this and existing methodologies directly with the traders and the fundamental analysts.

The ideal candidate MUST have experience working with traders in front office trading environment as well as 4 years or more experience working as a Quantitative Analyst in an energy trading house.

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.

* Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.

* Proficient in Matlab, C# and VBA. Additional languages will be a benefit.

If you are interested in this position and believe that you have these skills call me now on 02078031700 to discuss the role further. Or email me at ybranco-rhodes@arrowsgroup.com