Large energy trading house seeks cross-commodity structurer to join European Energy desk.
This is a fantastic opportunity to join a quantitative structuring desk covering a diverse range of Continental European Energy products.
Responsibilities include:
• Option pricing, hedging strategies, real option valuations of physical assets and contractual agreements with embedded optionality.
• Emphasis on Power and Gas modelling and research.
• Projects involving European Gas & Power valuation of swing, storage and tolling contracts.
• Pricing and hedging of non-standard products
Candidates must have a strong analytical background together with in-depth knowledge of Continental European Power/Gas markets typically gained from having worked in a similar structuring/quantitative role with a European utility, investment bank or hedge fund.