Quantitative Analyst

Quantitative Analyst – Fundamentals Modelling

Nanook is a specialist investment manager applying rigorous quantitative modelling to global energy markets. We are expanding our Quant Fundamentals team and are looking for a Quant Analyst to build models that explain and predict complex real-world systems.

You’ll join a team of quants working on large-scale models across global Gas and Power markets, using data to quantify relationships, test hypotheses and generate forecasts.

You will :

• Analyse large, noisy datasets to identify and quantify relationships between variables
• Build and validate predictive models to explain system behaviour
• Estimate model parameters and assess uncertainty using appropriate statistical techniques
• Apply machine learning and data science methods where useful
• Work closely with analysts and traders to translate models into investment decisions

• PhD (completed or near completion) in Applied Mathematics, Physics, Statistics, Computer Science or similar
• Experience building statistical or predictive models from real-world data
• Strong understanding of probability, inference and uncertainty
• Experience validating models using out-of-sample testing or similar approaches
• Programming experience in Python and / or R
• Comfortable working with large datasets
• Genuine interest in financial markets and hedge funds

• Experience with machine learning, including neural networks
• Familiarity with Tensor Flow / Keras
• Experience with SQL, git and taking models towards production

• Research-driven modelling problems with real commercial impact
• Collaborative, intellectually rigorous culture
• Competitive salary and bonus
• 8% pension, healthcare and life insurance