Team: Investment Commodities
Position Overview:
Model development
- Lead Squarepoints global LNG modeling capabilities including:
- Develop a global gas SnD including details gas/power balances for key countries
- Integrate results into a European Gas SnD
- Include standardized scenarios and create inputs for adhoc scenario
Model monitoring
- Monitor skill of Global Gas SnD against realized inventories.
- Monitormodel input to ensure that model results are always to industryleading standards.
- Monitor the changing worldwide regulatory environment to include updates in the model.
Analysis and trade recommendations
- Fundamental risk modeling of existing positions from model.
- Support trade ideas proposed by Squarepoints global Gas traders:
- Generate / update reports on demand
- Generate and monitor trade ideas through Squarepoints dedicated system
Data onboarding / validation
- Onboard novel datasets key to building a global gas fundamental view
- On an ongoing basis review data cleaning methods and validate cleaned data
Required Qualificattions:
- Excellent knowledge of the International and European energy markets. Experience leading/supporting JKM&TTF strategies is key.
- Experience with power markets is a strong plus.
- Excellent programming skills in Python and SQL. Knowledge of git is essential. Experience in software engineering is a strong plus.
- Masters degree in strong quantitative field (Mathematics Physics Computer Science)
- Good documentation skills (able to properly document models).
- Desire to interact with traders on a frequent basis
- Based in Geneva
- Has at least the last 4 years of experience as a gas or quantitative analyst within top industry teams ideally including a hedge fund and a trading house
Required Experience:
IC