
Energy Commodity Quantitative Specialist
7 days ago
Key Responsibilities:
- Develop and implement quantitative models for spot and forward price processes in commodity markets.
- Build and maintain Monte Carlo simulation frameworks and multifactor models to support pricing and risk analysis.
- Design and implement gas storage valuation models and pricing methodologies for commodity options, including spread and exotic options.
- Model stochastic volatility and correlation in commodity prices to enhance pricing accuracy.
- Price complex commodity structures and derivatives to support trading and hedging strategies.
- Collaborate closely with trading and risk management teams to provide quantitative insights and support hedging exposure management.
- Conduct rigorous model validation, backtesting, and performance monitoring.
- Maintain and optimize existing quantitative tools and models, ensuring efficient and robust code
Skills and Qualifications:
- Previous work experience as a quant in an energy commodity trading organization, preferably with a focus on LNG, gas, power, or oil markets.
- Strong expertise in modeling spot/forward price processes, commodity option pricing, and building Monte Carlo simulation tools.
- Deep understanding of energy commodity derivatives, hedging techniques, and exposure management.
- Expert-level programming skills in Python, C#, or C++.
- Advanced degree (Ph.D. preferred, M.S. acceptable) in a quantitative discipline such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related fields.
Benefits:
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