The role entails quantitative analysis of models, trading activities in gas, power and oil and you will be directly involved in the valuation of trading portfolios including physical, futures, Swaps, options and storage positions. In addition you will be doing VAR analysis of trading performance and exposure reports. The role will entail extensive front office liaison with traders and other quant analysts to ensure analysis, assessments, models and trading positions are accurate in this fast paced environment so your communication skills must be exceptional. Your communication and quantitative skills will also be necessary for validation of products and trades with the structured sales department.

Your profile needs to include several years working within the Commodities industry, particularly Gas and Oil, deep knowledge of commodities/derivatives trading instruments (futures, swaps, options, swing contracts, storage, LNG arbitrage) and standard valuation techniques as well as experience implementing VAR techniques. Your education will be to MSc level and highly numerical, preferably directly in financial mathematics or quantitative finance and your skills and experience in quantitative models will be first rate. On the technology side Excel VBA is essential while if you also have C++ and Mathematica this will be viewed extremely favourably.

Quantitative positions within commodities are highly competitive at the moment due to the current market conditions, so please only apply if you match the above profile accurately. We are one of the most respected Commodities houses within Gas and Oil in the world and will only consider those with the most impressive and relevant experience.

Apply immediately as interview slots are filling up fast. Alternatively call Matthew Hall on 02077587300 to discuss the role in further detail.