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A global energy trading merchant seeks an experienced power & gas 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. The pricing methods use a combination of emerging techniques/methods, including data science, fundamental analysis, optionality, and stochastic processes, to develop forward views used for the valuations of structured deals. Examples of energy deals include wind, solar, battery storage optimization, bitcoin mining power supply with optionality, heat rate call options, revenue puts, load deals, tolling agreements, gas storage & transportation, and other physical/financial complex structured products across power and gas.
Key responsibilities include:
The hiring manager is searching for a quantitative professional with a background in commodities and energy (power, gas, crude oil, refined products) and an interest in translating complex mathematical problems into deliverable solutions. The ideal candidate can understand or learn the math behind structured deals, build/optimize rigorous quantitative models, write code in a robust framework (production-style way), and organize the interface with systems/data/pricing libraries.
Educational and professional requirements include:
This position is located in Houston, TX. Employees work a combination of a few days in the office and remotely. Submit resumes to email@example.com.