Job Title:
Quantitative Analyst - Power & GasContract Type:
PermanentTime Type:
Full timeJob Description:
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.
Main 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
Profile/Key Skills
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
Ideally, experience modelling energy assets, including renewables, thermal assets, and energy storage
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
If you think the open position you see is right for you, we encourage you to apply!
Our people make all the difference in our success.
Top Skills
What We Do
Gunvor Group is one of the world’s largest independent commodities trading houses by turnover, creating logistics solutions that safely and efficiently move physical energy, metals and bulk materials from where they are sourced and stored to where they are demanded most. With strategic investments in industrial infrastructure—refineries, pipelines, storage, terminals, mining and upstream—Gunvor further generates sustainable value across the global supply chain for its customers. More information can be found at www.gunvorgroup.com or @Gunvor
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