Valuation and Structuring Quant Analyst, Gas and Power

September 23, 2026

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

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