Energy Trading Quantitative Analyst
- BBGC
- Dubai - United Arab Emirates
- Full-time
وصف الوظيفة
We are an international technology consultancy specializing in delivering innovative business solutions. With a presence across the Middle East, Asia, Europe, and the USA, we harness advanced technology to provide valuable benefits to our clients. Our proficient team excels in various areas, from sustainable software development to comprehensive cloud services and impactful operational strategy. Our strong expertise lies in Capital Markets, particularly within Trading and Risk Management disciplines.
Currently, we are seeking a senior technical analyst with significant quant experience related to trading to join our dynamic team.
متطلبات الوظيفة
- Previous work experience working as a quant in an energy commodity trading organisation, preferably in LNG, gas, power or oil.
- Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), pricing complex commodity structures, modelling stochastic volatility and correlation in commodity prices.
- Good knowledge of energy commodity derivatives and hedging exposure management
- Expert-level coding skills in a language such as Python, C#, or C++
- Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related.
