Senior Quantitative Analyst

  • Location

    Europe

  • Sector:

    Trading, Origination and Sales

  • Salary:

    Competitive

  • Contact:

    Anthony Baron

  • Contact email:

    anthony@elevenrecruitment.com

  • Job ref:

    J6659

  • Published:

    3 months ago

  • Expiry date:

    2019-11-07

  • Start date:

    ASAP

  • Consultant:

    #

Job Role Summary

The Senior Quantitative Analyst works in the global Quantitative Analytics and Structuring team as part of the ‘front-office’ Commercial and Trading organization.
It provides quantitative analysis, derivatives expertise, statistical modelling and opportunity identification to support Commercial and Trading activities and studies.

The role works day-to-day with traders and business-development across a number of business lines, and has opportunities for international travel.

 

Primary Job Functions

  • Provide quantitative analyses to the Commercial and Trading functions, working as part of the front-office team.
  • Leverage detailed derivatives and market understanding to develop and recommend profitable trading and hedging strategies
  • Develop, validate and maintain trade valuation, risk management and financial simulation models
  • Conduct financial, commercial and statistical analysis for projects, and support market-based asset valuation studies
  • Remain knowledgeable about leading-edge developments, analytical techniques, technologies and tools in quantitative analytics
  • Drive trading and project value-add in all interactions across the role’s wide portfolio in trading, commercial and business development

 

Job Requirements

  • Master in Engineering, Economics, Finance, Mathematics or Statistics
  • Minimum of 5 years’ experience in energy or commodity trading, financial or energy risk management,
  • Experience of quantitative financial analysis and ability to apply to a wide range of scenarios across different businesses
  • Experience and understanding of derivatives and of energy risk management techniques, and their application to commodity trading
  • Experience and knowledge of data modelling, and proficiency with R, Python or Matlab
  • Knowledgeable in decision analysis techniques and comfortable in handling issues involving risk and uncertainty.
  • Demonstrated innovative and analytical thinking, intellectual rigor, strong drive, and desire to lead change
  • Strong communication and interpersonal skills, and ability to collaborate effectively with internal and external customers, and with local and global teams
  • Demonstrated Business acumen

 

Preferred Knowledge / Skills / Abilities

  • An advanced degree, such as a Master or a Ph.D. in financial engineering or quantitative finance
  • A relevant market certification, such as FRM, ERP or CQF
  • Experience and knowledge of crude oil or refined products markets
  • Foreign language fluency in French, Dutch or German