Quantitative Power Analyst

Gunvor Group • Houston, TX

54d

About The Position

To support the growth in complex trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to work within our Structuring and Valuation team.

Requirements

• 5 year’s experience working as a Quantitative Analyst
• Degree in a highly quantitative subject, ideally to doctoral level
• Located in the Houston, TX area
• Understanding of probability, statistics, stochastic calculus, option pricing theory and numerical analysis
• Programming experience, ideally in Python
• Excellent communication and presentation skills
• Ability to explain complex mathematical concepts
• Desire to work as part of a team as well as being self-driven
• Fluent in English

Nice To Haves

• Ideally, experience modelling energy assets, including renewables, thermal assets, and energy storage

Responsibilities

• Develop valuation models of complex trades
• Work with Trading to validate the appropriateness of model assumptions
• Understand model limitations and model risk
• Articulate intuition regarding model outputs
• Provide insight into trading strategies and asset optimization
• Generate trade ideas and assist with deal structuring
• Support Origination and investment decisions
• Contribute to the team’s pricing library with high-quality code
• Perform ad-hoc market analyses as required to support decision making
• Develop reports and visualization tools

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Ph.D. or professional degree
• Number of Employees: 1,001-5,000 employees