Quantitative Trader

Energy Quantitative Research Team PositionThe Energy Quantitative Research team, part of the Quantitative Trading and Research organization, develops the valuation models, analytical tools, and risk infrastructure that underpins the global energy trading business. We partner closely with Trading, Structuring, Sales, and Technology to price complex products, manage risk, and accelerate commercial innovation.Job summary: As a Vice President in the Energy Quantitative Research team in New York, you will be supporting the global energy trading business, with an initial focus on North American gas and global oil.Working closely with the trading desk as part of a front office-aligned quant team, you will use your advanced analytical skills and commercial mindset to help drive the growth of the business and the development of new products. You will have the opportunity to own high impact models end to end, from the initial research and design to the production implementation and ongoing enhancement.Job responsibilities:Develop pricing and risk models for vanilla and structured products, including model development, production implementation, testing, governance and documentationPartner with Trading and Sales to develop new commercial opportunitiesDevelop analytical tools for use by front office teams (pricing, model calibration, strategy backtesting etc)Provide quantitative analysis and support to front office teams and control functionsLead projects, manage priorities and take responsibility for results, partnering with other teams to deliver on cross-functional projectsProvide technical support and guidance around the use of the models and tools developed by the teamRequired qualifications, capabilities, and skills:Advanced degree (master's or PhD) in a quantitative field, or equivalent experienceDeep understanding of the mathematical and numerical techniques used in valuation models, including stochastic calculus, probability theory, optimization, Monte Carlo methods etcStrong programming skills and knowledge of multiple languages (preferably including python and C++), with the ability to efficiently implement production quality modelsCommercially focused with excellent communication skills, and an ability to understand and anticipate desk needs and translate them into tangible deliverablesPreferred qualifications, capabilities, and skills:Familiarity with energy and commodities markets, and the financial and physical products traded