A well respected energy trading company is looking for a Senior quantitative analyst to expand the portfolio analytics affiliated with the trading area.
You main responsibility will be to optimise, hedge and value the asset portfolio such as power plants and gas storage facilities.
In order to facilitate this, the group develop quantitative models and innovative hedging strategies and structure complex contracts and assets. As an critical part of the organisation the group provides quantitative services to the rest of the organisation.
You will be familiar with Monte Carlo simulation techniques, financial engineering modelling, risk adjusted pricing, asset optimisation, dynamic hedging. You must have a strong academic background, at least 5 years work experience with excellent programming in Matlab/ C++/ Visual Basic (VB).
Must have excellent knowledge of products and derivatives particularly in the gas and power markets.
For further information please contact Laxmi Gill on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Laxmi.Gill@AnsonMcCade.Com
