DESCRIPTION

Energy Aspects is seeking a Quantitative Analyst/Strategist to join our industry leading Quant Analytics team. The Quant Analytics service focuses on modelling market participants and financial flows in commodity and macro derivatives markets. This includes futures, options, and swaps, delivering deep insights to our clients into the drivers behind capital flows and where positioning driven risks lie. This is a fantastic opportunity for an analyst with a solid technical background and commercial outlook to be part of our successful growth story.
The successful candidate will quickly take on a range of responsibilities and will contribute to the full life cycle of our work, from original quantitative research development, building and maintaining models, carrying out detailed analysis, delivering compelling market coverage, and delivering our core views to clients.
The position will be responsible for preparing and contributing to our publications, with a focus on the paper side of commodity markets. This will involve you carrying out a comprehensive analysis of futures market pricing developments, futures and options participant flows and positioning analysis, and integrating this with our wider global analysis to create forward-looking tradeable views.
You will be expected to consistently produce high standard deliverables to tight deadlines, meeting the needs of our demanding client base. We pride ourselves on the quality and accuracy of our premium research.
All team members are encouraged to build their professional reputation within the industry and are supported by some of the most well-regarded energy sector thought-leaders. You will be able to work independently, as well as be capable of planning and prioritising to achieve success. In exchange, we offer excellent remuneration, a high-performance culture, with challenging and exciting work.
In exchange, we offer excellent remuneration, a high-performance culture, with challenging and exciting work.

SKILLS, KNOWLEDGE AND EXPERTISE

• Minimum Master’s degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, Finance).
• Excellent programming skills in Python / R and strong familiarity with numeric libraries and methods.
• Strong expertise in time series analysis (financial econometrics and/or ML).
• Strong knowledge of options strategies and pricing models and risk metrics.
• Good communicator and synthesiser of complex material (written and spoken).
• Core data science and data management skills. Cleaning, processing, merging and presenting.
• Ability to work independently to solve technical challenges with practical problem-solving skills, to tight deadlines.

Desirable skills

• Commodity or macro markets exposure.
• Experience working with financial data and financial derivative products.
• Experience producing dashboards (Plotly Dash / Shiny) or other data visualisation methods.
• Interest in wider financial markets and global economics.

• Preparing and contributing to our markets publications.
• Preparing and contributing to our technical insights.
• Modelling commodity futures/options market participants.
• Modelling market impact of key commodity price drivers.
• Building and maintaining internal and external analytics dashboards.
• Building and maintaining datasets and code base.