Quant Analyst/Researcher
ago
Location
Doha, London
Hybrid
Salary
£150k+
Experience Level
Entry
Junior
Mid
Senior
Expert
Our Client
International Energy Company
SPECIALTY
Oil, Gas, LNG, Shipping
INDUSTRY
Energy
Company Size
10000+ Employees
Aubay's Take
Our client is an international energy company who covers the full spectrum of the oil and gas value chain. Our client is dedicated to attracting and hiring the highest calibre employees, from all around the world. As they scale their operations, they are committed to operating in a socially responsible manner, supporting, nurturing, and empowering their people, investing their resources to responsibly and safely contribute to the communities of which they are a part.
Benefits from Aubay
At Aubay UK, people are at the heart of our business. We offer a competitive remunerations package which includes a range of benefits. You will receive continuous support from our dedicated team of Talent Acquisition Specialists who will support your career development and success during your assignment with our client.
25 Days Annual Leave
Work From Home Opportunities
Pension Scheme
Opportunities to Work Directly with our Client
Training Opportunities
Discount Holidays at I'Aero Chalet
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.
Required Skills and Experience:
- Advanced degree (PhD or MS) in a quantitative subject such as Mathematics, Physics, Statistics, Computer Science, Engineering, or a related field.
- Proven experience as a front-office quant within energy commodities trading, with a strong focus on quantitative analysis and modelling.
- Deep understanding and hands-on experience in pricing complex option structures and building financial models (e.g., Monte Carlo simulations, multifactor models, stochastic volatility models).
- Exceptional analytical and problem-solving skills, coupled with a strong grasp of programming and numerical techniques.
- Ability to work independently while maintaining excellent communication and collaboration skills.
Desired Skills and Experience:
- Passion for energy markets and quantitative analysis.
- A proactive approach to problem-solving and innovation.
Role Responsibilities:
- Develop and implement models for Monte Carlo simulation, price path simulation, multifactor models, and other advanced quantitative methods.
- Price complex option structures and provide expertise in gas storage valuation, stochastic volatility models, and other derivatives-related processes.
- Collaborate closely with the front office team to support energy commodities trading and provide actionable insights.
- Stay at the forefront of quantitative research to enhance existing models and create innovative solutions.