Quantitative Analyst

3 months ago


Manchester, United Kingdom Gazprom Energy Full time
Want to join us on our journey?

We are looking for a Quantitative Analyst to join us on our journey. You will be responsible for designing and implementing pricing models in a collaboration with Front Office and other stakeholders. Working cross asset to design both vanilla and exotic structured derivatives, you will also have exposure to Algorithmic trading to optimise value capture.

What you will do

As a Quantitative Analyst you will be responsible for designing, implementing, and integrating robust quantitative models and tools, for the valuation and risk management of structured derivatives. In addition you will help in maintenance and continuous improvements of the pricing by interrogating the data to understand the market dynamics. By doing this you will be able to capitalise on findings to make informed modelling decisions and develop signals to optimise trading decisions. You will also be responsible for;

  • Design and implement models capturing the key drivers of structured product pricing with a balance between accuracy and complexity
  • Designing and implementing state-of the art pricing models in collaboration with Front Office and other stakeholders
  • Develop Quantitative algorithmic trading strategies
  • Responsible for the thorough testing of models and trading strategies
  • Manage longer term projects alongside with urgent requests arising from the desks

 

What you will bring to the role

A strong mathematical background with a knowledge of option pricing theory and stochastic calculus will be essential for success. Ideally you will also have experience of quant models within a trading environment through a deal lifecycle. In addition you will need;

  • Programming skills (ideally Python)
  • Write code to production quality standards
  • Ability to communicate complex issues in a clear and concise manner
  • Work to tight deadlines in a trading environment
  • Team player who works well with immediate team but also with other stakeholders and users of the pricing library.
  • Excellent written and verbal communication skills
  • Experience on surface volatility modelling a plus
  • Experience in Commodities a plus
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. Its main business areas include supplying energy to customers, energy trading, gas transportation and the operation of gas storage facilities. SEFE GmbH is an internationally operating group consisting of around 50 companies in 16 countries in Europe, Asia and North America. The SEFE Group employs approximately 1,500 employees, around 200 of whom work at its Berlin headquarters.

SEFE Marketing & Trading Limited (SM&T) is an integral part of the SEFE  Group. Headquartered in London, SM&T is an agile multi-commodity trader and trading partner. With deep experience in derivatives, digital and analytics and ready for the opportunities arising from the energy transition, we seek to create value, both on a proprietary basis and for its partners, in all key European gas, LNG, power and environmental products markets.

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. We believe that we have the best team in the industry which makes us a trusted partner across international capital and energy markets. Our diverse employee base, with a wealth of expertise, knowledge and experience makes SM&T a truly exciting place to work. We encourage new ideas and initiatives as innovative thinking is central to how we do business. Most importantly, we are a growing and developing business where inspired individuals can make a difference and help shape our future.



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