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A global energy trading merchant is searching for an experienced power & gas senior quantitative professional to join a commercially-oriented Strats team. The Quantitative Strategist works directly with the originators, traders, quants and customers to price derivatives and structure complex, competitive deals and products. Key responsibilities include valuation and pricing of structured products including heat rate call options, revenue puts, load deals, tolling agreements, gas transportation, storage deals and other physical/financial complex structured products across power and gas. In addition, this position is responsible for developing and enhancing complex valuation models and back-testing to the pricing engine.
Educational and professional requirements include an advanced degree in a quantitative field; minimum 10+ years professional experience in a power or gas front-office quantitative role in an energy trading firm, investment bank, utility or IPP; experience pricing and structuring complex power and/or gas transactions (exotic options, bespoke structures, etc.); strong understanding of embedded optionality and drivers; experience with model development and back-testing prices; and experience with coding.
This position can be located in Houston, TX or Greenwich, CT. Submit resumes to firstname.lastname@example.org.