Job Description
Centrica Energy Marketing & Trading (EM&T) is the trading arm of Centrica. We trade LNG, gas, power and energy attributes - and connect independent producers, suppliers and corporate off-takers in the wholesale energy markets.
As a Quantitative Analyst, you will become part of an agile team of c10 people located across our offices in both London (UK) and Aalborg (Denmark).
This role will be situated in the London office (close to Marble Arch).
The Quantitative Analytics team within Centrica Energy Trading is responsible for:
Providing high-quality model development that supports front office pricing and risk management of complex and structured products
Carrying out quantitative analysis of complex trading to help commodity traders to maximise value and manage risk
Assisting originators in development of new products.
The successful candidate will be required to:
Produce high quality increments to the team's model library working both individually and collaboratively
Be able to assist/advise trading and origination via quantitative analysis and a strong mathematical/financial intuition
Develop within the team's common Python code base.
The Person:
Master's Degree or PhD qualification within science, mathematics or other quantitative subject
Experience with derivatives pricing and risk management systems
Experience of code development (ideally Python)
Familiarity or high level of interest in Energy / commodity markets
Strong Communicator and fluent in English language
Strong interpersonal skills.
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