Quantitative Analyst

We are seeking a Quant Analyst to work on a project that will be split between London (75%) and the Middle East (25%). It will also be beneficial if you are able to work Sunday - Thursday.To be considered, you will ideally have:Held a Quant position in an energy commodity trading organisation, preferably in LNG, gas, power or oil.Experience modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic). Ability to price complex commodity structures and model stochastic volatility and correlation in commodity prices.It is expected that you will have very strong experience using Python, C# or C++, and will most likely hold a Masters or a PhD in a STEM subject.Seniority level
Mid-Senior levelEmployment type
ContractJob function
Finance, Analyst, and OtherIndustries
Oil and GasFinancial Services
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