Quant Analyst/Researcher
ago
Location
Doha, London
Hybrid
Salary
£200k+
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. 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
- Previous work experience working as a quant in an energy commodity trading organisation
- 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.
- Expert-level coding skills in a language such as Python, C#, or C++
Desired Skills and Experience
- Proficiency in programming (Python, C++, etc.) and data analysis tools
- Strong understanding of financial markets, trading strategies, and risk management
- Experience with statistical modelling, machine learning, and algorithm development
- Ability to work with large datasets and perform complex quantitative analysis
- Excellent communication and teamwork skills
- Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related.
Key Role Responsibilities
- Design, develop, and implement sophisticated quantitative models and algorithms to support trading strategies and risk management.
- Analyse large datasets to identify patterns, trends, and anomalies, and provide actionable insights to drive decision-making.
- Collaborate with portfolio managers, traders, and other stakeholders to optimise trading strategies and improve overall performance.
- Test, validate, and refine models to ensure accuracy, reliability, and scalability in live trading environments.
- Continuously monitor market conditions and refine models to adapt to changing financial landscapes.
- Develop tools and systems to automate data processing, analysis, and reporting.
- Stay up to date with emerging technologies, financial instruments, and market trends to maintain a competitive edge.