Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel

Job Description

Role Summary

Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. This role involves contributing to cutting-edge projects, pricing complex option structures, and building robust models to drive analytical excellence within our front office. This role involves significant travel to Doha, Qatar (up to 2 weeks at a time every 1-2 months). Further details regarding travel requirements will be discussed during the interview process.

Required Skills and Experience

1. Previous work experience working as a quant in an energy commodity trading organisation.
2. Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), modelling stochastic volatility and correlation in commodity prices.
3. Expert-level coding skills in a such as Python, C#, or C++.

Desired Skills and Experience

1. Proficiency in programming (Python, C++, etc.) and data analysis tools.
2. Strong understanding of financial markets, trading strategies, and risk management.