Head of Portfolio Modelling



Are you looking for an opportunity to progress your career within Portfolio Management? We have an exciting opportunity for an entrepreneurial individual to Head up our Portfolio Modelling Desk in either London or Paris.

The role

Are you looking for an opportunity to progress your career within Portfolio Management?

Do you have knowledge of commodity OTC and Futures hedging combined with optimization trading?

As a business to business energy supplier SEFE Energy supplies thousands of businesses across the UK, France, and Netherlands. We’re strengthening our foundations – placing data and technology even further at the heart of our business model to support our bias for making evidence-based decisions.

The energy and commodities world has been changing for over a decade driven by forces of decarbonisation, competition, digitalisation and shifting customer expectations. Our strategy equips us to expertly seize these opportunities as the energy transition gathers even greater pace.

We have several key transformation projects to evolve us even further to meet both market and client demands of the coming decades.


Want to join us on our transformation journey?

We have an exciting opportunity for an entrepreneurial individual to Head up our Portfolio Modelling Desk in either London or Paris.

As head of Portfolio Modelling you will be leading a high-performance desk to drive transparency, proficiency, metric performance, whilst ensuring best in class hedging tactics, STP automated trade flows together with driving its digitisation and automation.

What will you do?

Our Retail Portfolio Management department is the key custodian of a complex book of indexed and fixed priced energy deals, including significant contract optionality.

The Portfolio Modelling desk is the primary owner of forecasting for the total portfolio on a granular deal level, as well as modelling and stripping out the structured exposure for liquid/illiquid index risk, quanto/correlation/volatility exposure, and the additional esoteric portfolio components. Key ownership includes portfolio and deal scenario analysis and management of portfolio stress including working with portfolio managers for effective tactic design.

You will develop and operate Retail’s Portfolio Modelling desk comprising Portfolio Quants, Data Engineers, Digitization Engineer and Data Quants/Scientists across Retail’s key platforms of Natural Gas and Fuels together with Clean Energy.

What will you bring to the role?

You will bring experience in running a portfolio management desk combined with knowledge of commodity OTC and futures hedging together with optimisation trading. You will demonstrate proficiency in futures, forwards, swaps, options in-depth pricing and structuring and modelling proficiency.

Experienced in the European Natural Gas, Power and Emissions markets you will ideally also bring some knowledge of Biofuels, LNG, Oil, and industrial markets. You will demonstrate price and S&D quant analysis including market strategy frame up, tactic design and money management.

Your technical skills will include python expertise and you will ideally have knowledge of some other languages such as R, SQL, C++, Matlab.

With a degree level education in mathematical finance, econometrics, physics, data science or aeronautical engineering together with an MBA (desirable) you will have a CFA or international financial services license accreditation.

Our offer to you

In return we offer a competitive starting salary supported by a comprehensive and broad reaching benefits package which includes

  • bonus earning potential
  • non-contributory pension
  • 25 days holiday plus bank holidays
  • buy / sell holidays
  • life assurance
  • allowance for medical and dental insurance
  • wide range of optional flexible benefits


Based from our offices in either London or Paris, you can benefit from hybrid working offering the flexibility to spend some of your working week at home.

Who are we?    

We are part of the SEFE Group – led by SEFE Securing Energy for Europe GmbH in Berlin – which employs approximately 1,500 employees. The 350 people working in SEFE Energy are friendly and positive – you can approach anyone for help and your ideas are always welcome.  We’re committed to our REACH principles – Results, Expertise, Action, Challenge, Have courage – but above all else, we care for each other’s welfare and aspirations and above all offer support as your career develops.

Our focus for 2022 – 2025 is strategic, profitable growth and strengthening our foundations, primarily by placing data and technology at the heart of our business model.  We’re looking for people who are passionate about where we’re going and will help us thrive long into the future.

We’re committed to creating an inclusive environment that embraces diversity and fosters the development of knowledge, skills, and experience, so all our people can thrive and prosper in their careers with us.  We are a place where you can be yourself and make your mark because whatever your role, you’ll find an open, welcoming atmosphere that empowers you, encourages fresh thinking, and recognises your contribution.

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