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
- 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