Energy Trading Quant Analyst

We are a global technology consultancy firm with offices in Middle East, Asia, Europe and USA. We deliver business benefits through innovation. We leverage cutting-edge technology led solutions delivered by a team of skilled professionals, from sustainable software development to cloud services and operational excellence strategy. We have extensive expertise in Capital Markets and in particular Trading and Risk Management functions.

We are currently looking for a senior technical analyst with ideally trading related quant experience to join our team in Dubai.

Requirements

• 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.