Quantitative Analyst

Cititec are working with a global commodities trading firm who ar egrowing out their presence in natural gas within North American markets. They are looking for a Quantitative Analyst who’s ready to combine a strong quantitative toolbox with a genuine interest in energy markets. You’ll work close to the trading desk, building fundamental models, digging into market data, and developing tools and strategies with direct trading impact.

• You’ll build and maintain quantitative models of North American natural gas fundamentals, such as supply-demand models
• Develop quantitative tools and analysis to support and refine algorithmic natural gas trading strategies, working closely with traders and software developers.
• Conduct back-testing and validation of models and trading strategies to assess performance, robustness and reliability.
• Maintain and improve the quality and integrity of data used within trading models and analytical tools.
• Take ownership of model documentation, ensuring methodologies, functionality and interfaces are clearly documented.
• Research, develop and refine new systematic trading strategies across the North American natural gas markets.

• A master’s degree in finance, economics, or another related quantitative field
• 3+ years of experience working in a similar position within gas trading
• Excellent skills in quantitative modeling (e.g., statistics, econometrics, applied mathematics, physics)
• Great programming skills, preferably in Python