Quantitative Modeling Specialist

2 weeks ago


Manchester, United Kingdom Gazprom Energy Full time
Unlock Your Potential as a Quantitative Analyst at Gazprom Energy

We are seeking a highly skilled Quantitative Analyst to join our dynamic team at Gazprom Energy, a leading European energy company dedicated to maintaining supply security and generating commercial value. As part of our team, you will collaborate with Front Office and stakeholders to design and implement pricing models for structured derivatives and algorithmic trading.

Key Responsibilities:
  • Develop and implement advanced mathematical models for structured product pricing
  • Collaborate with Front Office to design and optimize pricing models for derivatives
  • Design and implement quantitative algorithmic trading strategies to maximize returns
  • Test and optimize models and trading strategies to ensure accuracy and efficiency
  • Manage projects and urgent requests to meet business objectives
Requirements:
  • Strong mathematical background with expertise in option pricing and stochastic calculus
  • Proficiency in programming languages, preferably Python
  • Excellent communication and collaboration skills to work effectively with cross-functional teams
  • Ability to work under tight deadlines and manage multiple priorities
  • Experience in surface volatility modeling and commodities is a plus
About Gazprom Energy

Gazprom Energy is a leading European energy company dedicated to maintaining supply security and generating commercial value. As part of our team, you will be part of a dynamic and innovative environment that spans across multiple countries and operates in various sectors such as energy trading and gas transportation. Our focus is on creating value in European energy markets through innovation, expertise, and a commitment to excellence.



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