Job Role Summary
The Senior Quantitative Analyst works in the global Quantitative Analytics and Structuring team as part of the front-office’ Commercial and Trading organization.
It provides quantitative analysis, derivatives expertise, statistical modelling and opportunity identification to support Commercial and Trading activities and studies.
The role works day-to-day with traders and business-development across a number of business lines, and has opportunities for international travel.
Primary Job Functions
Provide quantitative analyses to the Commercial and Trading functions, working as part of the front-office team.
Leverage detailed derivatives and market understanding to develop and recommend profitable trading and hedging strategies
Develop, validate and maintain trade valuation, risk management and financial simulation models
Conduct financial, commercial and statistical analysis for projects, and support market-based asset valuation studies
Remain knowledgeable about leading-edge developments, analytical techniques, technologies and tools in quantitative analytics
Drive trading and project value-add in all interactions across the role’s wide portfolio in trading, commercial and business development
Master in Engineering, Economics, Finance, Mathematics or Statistics
Minimum of 5 years’ experience in energy or commodity trading, financial or energy risk management,
Experience of quantitative financial analysis and ability to apply to a wide range of scenarios across different businesses
Experience and understanding of derivatives and of energy risk management techniques, and their application to commodity trading
Experience and knowledge of data modelling, and proficiency with R, Python or Matlab
Knowledgeable in decision analysis techniques and comfortable in handling issues involving risk and uncertainty.
Demonstrated innovative and analytical thinking, intellectual rigor, strong drive, and desire to lead change
Strong communication and interpersonal skills, and ability to collaborate effectively with internal and external customers, and with local and global teams
Demonstrated Business acumen
Preferred Knowledge / Skills / Abilities
An advanced degree, such as a Master or a Ph.D. in financial engineering or quantitative finance
A relevant market certification, such as FRM, ERP or CQF
Experience and knowledge of crude oil or refined products markets
Foreign language fluency in French, Dutch or German