Quantitative Analyst, Power & Gas
at Gunvor
Posted 14 days ago
No clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join the Structuring and Valuation team in London to develop and validate valuation models for complex power and gas trades and support trading, origination and investment decisions. The role involves producing high-quality Python code for the pricing library, performing market analysis, developing reports and visualisations, and communicating model assumptions, limitations and outputs clearly. Candidates should have 3–5 years of quantitative experience, strong knowledge of stochastic calculus, option pricing and statistics, and experience modelling energy assets including renewables and weather derivatives.
Job Title:
Quantitative Analyst, Power & GasContract Type:
Time Type:
Full timeJob Description:
To support the continued growth in complex transactions executed by our Power and Gas trading desks, we are looking for a Quantitative Analyst to join our Structuring and Valuation team in London.
Key Responsibilities
Develop valuation models for complex trades.
Work closely with Trading to validate model assumptions and ensure their appropriateness.
Understand and communicate model limitations and associated risks.
Provide clear intuition and explanation of model outputs.
Offer analytical insights to support trading strategies and asset optimisation.
Generate trade ideas and assist in deal structuring.
Support Origination and investment decision-making processes.
Contribute to the team’s pricing library by producing clean, high-quality code.
Perform ad-hoc market analysis to support business decisions.
Develop reports and visualisation tools for enhanced data interpretation.
Key Requirements
3–5 years of experience as a Quantitative Analyst.
Degree in a highly quantitative discipline (PhD preferred).
Strong understanding of probability, statistics, stochastic calculus, option pricing theory, and numerical analysis.
Solid programming experience, ideally in Python.
Knowledge of European energy markets.
Experience modelling energy assets, including renewables and weather derivatives.
Excellent communication and presentation skills, with the ability to explain complex mathematical concepts clearly.
Team-oriented mindset with a high degree of autonomy and self-motivation.
Fluency in English is required.
If you think the open position you see is right for you, we encourage you to apply!
Our people make all the difference in our success.
Location: London
Time Type: Full time





