The Green Recruitment company are assisting one of the leading energy generation and trading companies in Europe in their search for a Structured Trader.
You will be responsible for the pricing and execution of cross-asset and non-linear derivatives with primary focus on power and gas. You will also be involved in hedging and risk management of cross-asset and non-linear books.
You will need to understand the principles of complex derivation valuation and the limitations of theoretical models in pricing real-world transactions which involve difficult-to-hedge risks.
- Options pricing and risk management principles;
- Daily PnL and position reporting as well as ad-hoc analysis to support pricing and risk management activities (working with desk analysts and quants).
- Produce trade ideas through fundamental analysis;
- Provide market reflective prices to the flow businesses;
- Support the shape book;
- Support new market entry.
- Quantitative degree;
- Programming knowledge (ideally Python)
- Previous Trading experience and familiarity with European gas markets;
- Working knowledge of power and gas assets;
- Handle pressure with measured but decisive action;
- Comfortable managing conflicting priorities;
- Communicates clearly and openly.