Valuation and Structuring Quant Analyst, Gas and Power

About the position

Join a high performing Front Office Valuation and Structuring quant team supporting Gas and Power trading, asset optimization and structured transactions. You will provide transparent, independent and commercially actionable valuation expertise, with a strong focus on identifying, modelling and pricing embedded physical and financial optionality across storages, swing contracts, transportation/pipeline capacity and power generation assets. Your work will support traders, originators and senior stakeholders in evaluating structured supply/offtake agreements, capacity deals, dispatch linked structures and cross commodity strategies, while contributing to global corporate initiatives requiring rigorous valuation, optionality analysis and risk translation beyond the core Trading organization.

Responsibilities

  • 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.
  • Support traders and originators with structure design, including exercise rules, dispatch/flow logic, strike/index formulas, exposure mapping, sensitivities and commercial explanation of optionality value drivers.
  • 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 optimization techniques.
  • Contribute optionality and valuation insight to large global corporate projects, such as long term gas supply frameworks, optimization of cross border capacity, and power asset commercialization initiatives.
  • Advise on hedging strategies for complex exposures across gas hubs (NBP, TTF, Henry Hub), power markets, capacity rights and cross commodity structures, identifying hedgeable and residual components.
  • Conduct back testing, assumption validation and parameter research, including calibration of illiquid curves, volatility structures, correlation frameworks and dispatch driven price dynamics.
  • Collaborate with quant modelling/technology/data teams to ensure robust model deployment, integration into FO tools, and support for asset optimization workflows.

Requirements

  • Strong quantitative background (MSc/PhD preferred) with Front Office Gas & Power valuation/structuring or optimization experience.
  • Expertise in storage modelling, swing option valuation, pipeline/transport optionality, and power asset/dispatch optionality, alongside strong option pricing and curve/vol modelling skills.
  • Advanced Python for pricing tools, optimization routines and scalable analytics.
  • Ability to communicate complex optimization and valuation logic clearly to traders and commercial teams.
  • Experience calibrating illiquid parameters and running back tests for storage/swing/power optionality frameworks.
  • Understanding of gas hubs, power markets, capacity auctions, congestion patterns, spark/dark spreads, and operational constraints across pipes and generation assets.
  • High attention to detail, strong documentation discipline and a proactive improvement mindset

Benefits

  • Pension Plan
  • Savings Plan
  • Workplace Flexibility
  • Comprehensive medical, dental, and vision plans
  • Culture of Health
  • Employee Health Advisory Program
  • Disability Plan
Back to blog

Other Jobs To Apply

Evening/Weekend Fulfillment Center-Order Picker(Las Vegas)

LVN Delegation Oversight Nurse Remote

Urgent Part-Time:Fulfillment Center-Warehouse Packer(Tyler)

Contact Center Engineer (Amazon Connect)

Part Time/Full Time Remote Data Entry Specialist

Immediate Hire:Fulfillment Center-Package Sorter(Part-Time)

Urgent Hiring Warehouse Specialist in Palmdale CA

Amazon Warehouse Specialist – Columbia, SC

( Creative Technologist ) Wayfair Remote Jobs, Virtual Jobs

Amazon Fulfillment Associate – Yuma, AZ

Amazon Warehouse Operator – Macon, GA

Warehouse Specialist - 2nd Shift

Join Amazon:Part-Time Inventory Control Associate(Las Vegas)

Urgent Part-Time:Fulfillment Center-Inbound Dock Worker(Austin)

Roanoke Part-Time:Fulfillment Center

Railroad Conductor & Engineer - Safety First Ops Pro

Fulfillment Center-Package Sorter at Amazon

Part-Time Fulfillment Center-Forklift Operator(Macon)

Retail Store Tailor Part Time

West Palm Beach: Entry-Level Federal Admin & Security Roles

Immediate Hiring: Provider Customer Service Call and Chat

Remote Auditor, Healthcare Services (RN) – Residency in TX Required

Infrastructure Security & Patch Compliance Analyst

Clinical Sales Specialist, Dental

Data Entry Hustle - $750 Per Week

Amazon Associate Digital Content Manager (Remote – Contract)

Customer Service Contractor for Fortune 500 Companies

Remote Pharmacy Technician - License Required

Freelance reputed company) Part time / Full time – WFH

Disaster Recovery Grants Specialist (FEMA PA/HMGP) – Remote

Clinical Solutions Specialist – Ambulatory Surgery Centers

[Hiring] Audio Transcription Specialist @TSMG

Marietta Full-time Role:Flight Attendant Career

Lead Flight Attendant

Remote MEDICAL ASSISTANT (FT) REMOTE JOB/WORK FROM HOME - BILINGUAL HIGHLY DESIRED

Work From Home

Watch Netflix (Tagger): $12-$46

Security Officer- JFK

Remote YouTube Moderator - Teen Friendly

Sr CS Social Media Specialist

Polish Customer Support for Netflix - Athens (remote within Greece)

Flight Attendant High-paying

Fulfillment Center-Order Picker at Amazon(Part-Time,New York)

**Experienced Remote Chat Sales Agent – Part Time Live Chat Support Opportunity with Blithequark**

Amazon Delivery Driver

Apply Now: Part-Time Online Typing Jobs Available Flexible

Picker Packer / Warehouse / Production 1st / 2nd / 3rd shifts

Part Time OnlyFans Support Agent (Email / Chat)

vacancy remote job Amazon Looking To Fill 250 Work-From-Home Jobs Job ID- 742

Paid Research Panelist - Remote (Work From Home)