Quantitative Analyst

The Role

Brook Green Supply are an independent B2B energy supply company. You will be working alongside a vastly experienced team who have operated in the energy industry for many years, providing a fantastic career opportunity for an ambitious, flexible and passionate individual, with personal development and progression aligned to the continued growth and success of the business.

This role, reporting to the Trading Analytics Manager, will be responsible for enhancing analytics and modelling to support commercial activities within the power and gas trading portfolio. The focus will be on demand and supply modelling for gas and power markets, driving business growth and contributing significantly to P&L. You will also play a pivotal role in refining and expanding our reporting capabilities, empowering traders and other areas of the business with actionable insights to optimise trading activities. Joining a dynamic team within the desk, your contributions will be instrumental in driving our continued growth and ensuring our success in a rapidly evolving energy market.

Responsibilities

· Develop and implement mathematical models and tools to support commercial decision-making in product pricing, hedging, position management, and market analysis.

· Create bespoke pricing tools to sharpen deal execution and improve P&L.

· Collaborate closely with traders to explain model functionality and provide guidance on their effective use, gather feedback and adjust the models based on trader insights and market changes.

· Develop innovative trading strategies for evaluation, backtesting, and potential deployment.

· Design and develop bespoke trading tools and dashboards to deliver enhanced insights into market dynamics and changes.

· Continuously monitor and evaluate model and strategy performance (PnL), providing feedback to the wider trade team.

· Be able to contribute to enable high quality, shared understanding of market opportunities, trends, and value potential.

· Build and leverage on the existing Quant Library and implement blocks of models and

standardise (and if necessary, refactor) them.

· Perform ad hoc analysis on different portfolios/strategies and report findings.

· Internal model documentation of mature quant models and making them ready for model validation.

· Capture and share learnings from internal and external experiences to enhance commercial and operational decision-making while contributing to the training and development of team members and other departments.

About You

· Excellent verbal and written communication skills;

· Excellent attention to detail;

· Self-starter who takes the initiative to not just complete tasks but expand upon them;

· Able to work independently and as part of a team;

· A confident and professional individual with a desire to resolve problems;

· Proactive approach to problem solving and idea creation to form solutions;

· A conscientious individual who takes pride in their work;

· Initiative to take on duties or tasks to further your learning and improve business processes;

· A fast learner and enthusiastic about learning new subjects and acquiring new skills;

· Able to prioritise and manage your own workload with minimal supervision.

Required Skills & Experience

· Experience in the Electricity and/or Gas Industries is desirable.

· Organised and able to work in a fast-paced environment.

· Highly numerate with key attention to detail.

· Strong programming skills, preferably Python, with some knowledge of SQL.

· Strong excel skills, prior experience with VLOOKUP, INDEX-MATCH etc.

· Working with large data sets.

· Prior experience in financial modelling, specifically with stochastic models (Monte Carlo simulations, OU process)

· Knowledge of Machine Learning, and previous experience applying ML to modelling

· Degree in Computer Science or in a quantitative discipline (e.g. Engineering, Economics Mathematics, Physics).