Energy Modelling Analyst

at  Aurora Energy Research

DESCRIPTION

Aurora’s modelling team create and maintain the energy models that underpin our subscription analytics, advisory, and software offerings. Our services are widely used by leading energy companies and investors.
Based in Oxford, you will contribute to our energy modelling efforts by developing analytical and computational tools, enhancing our modelling methodology, analysing data, formulating recommendations on future trends, and conveying insights to enhance clients’ decision making.
This position has a focus on modelling pricing models for energy financing (notably PPAs: power purchase agreements). This role will suit a recent university graduate (MSc or PhD), with a strong mathematical inclination and an interest in stochastic or statistical (pricing) models.

• Assist in the development of a cutting-edge pricing engine for PPA products, including pricing, calibration, and data preparation
• Collaborate closely with our research and advisory teams to derive insights from model results, ensuring that they enhance our ability to accurately price complex financial products
• Customise and adapt pricing models to reflect the intricacies of specific energy markets, while building analytical tools to enhance Aurora’s technical suite
• Actively contribute to the continuous improvement of processes within the broader modelling team