Join a high-impact quantitative team shaping the future of energy markets. You’ll build advanced valuation models and analytical tools that power commercial innovation across power and gas. Collaborate directly with trading, structuring, sales, and technology to price complex products and manage risk. Own models end to end—from research and design to production deployment and continual enhancement. Make a meaningful impact while developing your craft in a fast-paced, supportive environment.
Job summary
As a Vice President or Executive Director in Energy Quantitative Research within the Quantitative Trading & Research group, you support the global commodities trading business with an initial focus on European power and gas in London. You work closely with the trading desk as part of a front office‑aligned quant team, using advanced analytical skills and a commercial mindset to drive growth and new product development. You will own high‑impact models from research through production, continually enhancing them for performance, robustness, and usability.
Job responsibilities
Develop pricing and risk models for vanilla and structured products, including research, design, production implementation, testing, governance, and documentation.Partner with trading and sales to identify and create new commercial opportunities.Build analytical tools for front office use, including pricing workflows, model calibration utilities, and strategy back‑testing frameworks.Provide quantitative analysis and support to front office teams and control functions.Lead projects, set priorities, and take end‑to‑end ownership of outcomes, partnering across teams to deliver cross‑functional initiatives.Mentor, support, and help develop junior team members.Provide technical guidance on the use and maintenance of models and tools developed by the team.Required qualifications, capabilities, and skills
Advanced degree (master’s or PhD) in a quantitative field, or equivalent experience.Extensive familiarity with European power and gas markets, including associated physical and financial products.Deep understanding of mathematical and numerical techniques used in valuation models, including stochastic calculus, probability theory, optimisation, and Monte Carlo methods.Strong programming skills with proficiency across languages (preferably including Python and C++), with the ability to implement production‑quality models efficiently.Commercial focus with effective communication skills, and the ability to understand and anticipate desk needs and translate them into tangible deliverables.Preferred qualifications, capabilities, and skills
Experience with market fundamentals and forecasting models in power and gas.Ability to apply machine learning and data science techniques to commodities markets and models.Expertise in financial derivatives, including exotic or multi‑asset options.Familiarity with the broader energy and commodities markets beyond power and gas.