Quantitative Analyst, Gas & Power Trading

Responsibilities

• Developing and maintaining proprietary valuation library and internal pricing tools.
• Participating in and contributing to valuation requests for highly structured transactions.
• Conducting bespoke analyses using historical and forward-looking data.
• Bringing innovative solutions to ongoing modeling efforts.
• Managing mission-critical databases.
• Troubleshooting and enhancing existing data processes and analytics.
• Documenting modeling approaches and methodologies.
• Location
• Houston, TX or Denver, CO
• Key Relationships and Department Overview:
• Reports into the Head of North America Quantitative Analysis, working closely with front office gas and power trading functions for North America.

Requirements

• Advanced degree in mathematics, physics, finance, engineering, or computer science.
• Prior experience supporting trading and origination activities.
• In-depth knowledge and experience in financial mathematics, including option theory, derivative pricing, and risk analytics.

Your Match

How well this role fits your profile.

Company Intel

What employees say

Worked at trafigura? Share your experience