Quant V&S G&P

Quant V&S G&P focuses on provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights.

What the role involves

• Provide fair valuation and independent risk assessment for gas storage, swing options, pipeline capacity rights.
• Load following structures and power asset linked deals, quantifying operational, volume, flexibility and market optionality.
• Dispatch/flow logic, strike/index formulas, exposure mapping, sensitivities and commercial explanation of optionality value drivers.
• Supporting traders and originators with structure design, including exercise rules.
• Build valuation templates and analytics tools capable of modelling storage injection/withdrawal optimization, swing flexibility.
• Dispatch optionality and capacity arbitrage, using stochastic, scenario based and optimisation techniques.

Confirmed role details

• Competitive starting salary.
• Defined Benefit Pension scheme.
• Private healthcare for employees and their families.