Junior PM, Systematic Gas Trading

Reposted 15 Days Ago
Be an Early Applicant
London, Greater London, England, GBR
Hybrid
Junior
Financial Services
The Role
The Junior PM will design and execute systematic trading strategies for natural gas, analyze datasets for predictive signals, and collaborate in model development.
Summary Generated by Built In


We are looking for a Junior PM to join our team and focus on natural gas trading. You will help design and execute systematic, data-driven trading strategies, directly impacting profitability and strengthening our competitive edge in the markets.

Location
London, UK (Hybrid with 3 days in-office requirement)


Key Responsibilities

  • Design, test, and deploy systematic trading strategies in natural gas markets

  • Analyze large, high-frequency, and fundamental datasets to generate predictive signals and enhance existing models

  • Monitor positions, exposures, and P&L, ensuring alignment with portfolio risk parameters

  • Collaborate with quantitative developers to turn research prototypes into production-ready trading systems

  • Incorporate natural gas fundamentals (storage, flows, weather, policy, infrastructure) into model development and trading decisions

  • Engage in end-to-end research cycles: idea generation, backtesting, stress testing, and performance attribution.


Basic Requirements

  • Bachelor’s or Master’s degree in STEM or similar area (Mathematics, Statistics, Computer Science, Engineering, Finance etc)

  • Strong coding skills in Python 

  • Prior experience in algo trading, quant researcher, or a similar position (any asset class)

  • Proven experience in natural gas markets (trading, research, or analytics)

  • Knowledge of time-series modeling, statistical analysis, or systematic trading

  • Solid understanding of financial markets and portfolio risk concepts

  • Ability to thrive in a fast-paced, collaborative environment.


Nice to have Requirements

  • Exposure to real-time trading systems and algorithmic execution

  • Familiarity with ETL pipelines and large-scale data infrastructure

  • Knowledge of portfolio risk frameworks

  • Graduate-level research or professional experience in quantitative finance or commodities trading.


What you’ll get

  • We will challenge you to grow professionally and provide freedom to create the best algorithms in finance. 

  • We rely on people's autonomy, but collaborating is fundamental to our success (you’ll be a part of team Teza!)

  • Our environment helps people to master their art and have fun doing it.  

Benefits

  •  Health, visual and dental insurance

  •  Flexible sick time policy

 

Top Skills

Python
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The Company
HQ: Austin, TX
79 Employees
Year Founded: 2009

What We Do

Teza Technologies is an innovative quantitative asset management firm founded in 2009 by high-frequency trading expert Misha Malyshev. Our multi-strategy, multi-PM platform is founded on microstructure data and signals. Quantitatively-informed digital assets strategies complement our core global futures and stat arb strategies. We pride ourselves on attracting and retaining top talent, developing strategies with a data-driven and science-backed methodology, and continuously innovating in pursuit of alpha for our clients. Our 70 employees are distributed across offices in Austin, New York, Chicago, and Shanghai. phone: 312.768.1600 inquiries: [email protected] candidates: [email protected]

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