Quantitative Analyst

4 weeks ago


Manchester, United Kingdom Gazprom Energy Full time
Key Responsibilities

We are seeking a highly skilled Quantitative Analyst to join our team in designing and implementing pricing models for structured derivatives. The successful candidate will be responsible for collaborating with Front Office and other stakeholders to develop state-of-the-art pricing models, as well as designing and implementing quantitative algorithmic trading strategies.

Main Responsibilities:

  • Design and implement robust quantitative models and tools for the valuation and risk management of structured derivatives.
  • Collaborate with Front Office and other stakeholders to develop pricing models and trading strategies.
  • Develop and implement quantitative algorithmic trading strategies.
  • Responsible for the thorough testing of models and trading strategies.
  • Manage longer-term projects alongside urgent requests arising from the desks.

Requirements

To be successful in this role, you will need a strong mathematical background, with a knowledge of option pricing theory and stochastic calculus. Programming skills, ideally in Python, are also essential. You should be able to write code to production quality standards and communicate complex issues in a clear and concise manner. Additionally, you will need to be able to work to tight deadlines in a trading environment and be a team player who works well with immediate team members and other stakeholders.

Desirable Skills:

  • Experience of quant models within a trading environment through a deal lifecycle.
  • Surface volatility modelling experience.
  • Commodities experience.

About Us

Securing Energy for Europe GmbH (SEFE GmbH) is a major European energy company focused on maintaining the security of supply and generating commercial value in Europe. Our company is an internationally operating group consisting of around 50 companies in 16 countries in Europe, Asia, and North America. We employ approximately 1,500 employees, around 200 of whom work at our Berlin headquarters.

Our culture is defined by our people. Through living our values every day, we continue to create a culture that enables us all to succeed. We work as one team with our customers, our parent company, and each other in order to understand each other's needs. With an unstoppable passion for excellence, growth, and learning, we're committed to creating an environment that fosters the development of knowledge, skills, and experience, so that our people can thrive and prosper in their careers with us.



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