Quantitative Strategist – Price Indexation & Vol



Retail (SEFE Energy)


London


Permanent

Expand SEFE Energy's Natural Gas & Fuels/Clean Energy portfolios by driving tactic development with enhanced analytical frameworks across all relevant commodity markets.

About us

We began our journey as an ambitious, independent gas supplier in the North West of England, built on great relationships and a passion for growth and excellent customer service. We continuously developed our products to reach more customers and in less than ten years, we grew from employing a handful of people and suppling less than a hundred customers to become one of Britain’s leading non-domestic energy suppliers. We now supply thousands of businesses and organisations with the energy they need to provide their products and services used by millions of people across Britain, France and the Netherlands. We are part of the SEFE Group – led by SEFE Securing Energy for Europe GmbH in Berlin – which employs approximately 1,500 employees and together, our mission is clear.

The energy & 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 a number of key transformation projects to evolve us even further to meet the market & client demands of the next decades: as we evolve our portfolio mgmt. capabilities, expand our Continental European footprint and deliver our transformational data architecture suite we are confident of our metamorphosis.

We’re strengthening our foundations – placing data and technology even further at the heart of our business model. We are friendly, enthusiastic, and purposeful and encourage everyone to have a learning mindset, challenge respectfully, have a bias for action and to make evidence-based decisions. You can expect to receive a valuable mix of challenge and support for your role, your wellbeing and ambitions. We are a place where you can be yourself and since 2012, we have been accredited with the Investors in People Gold standard and Ecovardis Silver accreditation this year. We pride ourselves in providing an inclusive home for a diverse group of highly talented individuals.

Our leadership & management are spread across our locations including Paris (Fr), Manchester (UK) & Den Bosch (NL), whilst London houses elements of our Portfolio management business stream and Executive branch. We are united by our ethos: providing our customers brilliant service, a commitment to operational excellence, a dedication to innovation and returning top tier results to our shareholders and investors

Role objectives

Expand SEFE Energy’s Natural Gas & Fuels/Clean Energy portfolios by driving tactic development with enhanced analytical frameworks across all relevant commodity markets. Working with the Portfolio Managers, Flow Traders, Structuring Quants, Operators and Execution Quants split across the United Kingdom, Netherlands, France and other potential European locations, the aim is for a systematic set of strategies / mental models that enhance SEFE Energy’s Retails Portfolio Mangement department key custodianship of a complex book of indexed & fixed priced energy deals including significant contract optionality. Portfolio Management has 3 EBITDA focused desk, and the Quant Strategists are key to driving the dept’s ML/AI digital future.

Driving Retail Portfolio Management’s knowledge systems across its core commodity and geographic markets is crucial to delivering tier 1 EBITDA and to create edge. The Quant Strategists are mandated to spread descriptive and diagnostic information wider across the business but more critically develop the set of tools, models and knowledge sets to be predictive & prescriptive. Enhancing Portfolio Management’s systematic/ML/AI tactics & execution across its client volume, portfolio hedging, product offering, and EBITDA whilst also ensuring best in class basis hedging tactics, STP automated trade flows and driving its digitization and automation. Algo and ML/AI systematic execution are critical to the desk and business aims.

Duties & Responsibilities

  • Develop tools and knowledge systems so SEFE Energy’s Natural Gas and Fuel/Clean Energy can expand its index suite, product structures and algo market making offering across its client flow platform for European energy.
  • Support the Portfolio Managers, Structuring Quants and Execution Quants to extend SEFE Energy’s product/index offering across one of the key basis parameters of index/structure/commodity/geography.
  • Construct fundamental, sentiment and price-oriented market ‘balance sheets’ which limit human bias and ensure a systematic tactic design and money management approach.
  • Drive SEFE Energy’s Natural Gas and Fuels/Clean Energy strategy sheets to deliver a quantitative mental model frame up specifically owning the Business Intelligence Profile (Price/Fundamentals/ Structure/Competition)
  • Partner with Data Science and Data Engineering to curate the data lake and build tools for the desks to execute, money manage, and portfolio optimize across outright, basis (time/location/quality/x-com) & volatility.
  • Ensure systematic and automated delivery of price, spread and volatility curves/surfaces for pricing, structuring and portfolio modelling. Customers include Clients, Sales, Portfolio Management, Risk, Finance and Executive.
  • Ensure a wide business distribution and connection to outsourced and inhouse developed knowledge systems utilising structured and unstructured data for predictive and prescriptive edge across all functions.

Skills & Competencies

Essential:

  • Coding: Python expertise to a proficient level critical
  • PowerBI / Tableau visual tool proficiency + BB / Refinitive & other analytical tool experience required
  • Fluent Business English
  • Experience of securing a commodity portfolios ‘beta’ and delivering additional ‘alpha’
  • Demonstratable ability to perform in a top tier commodity trading / portfolio management business
  • Entrepreneurial in nature with a strong international orientation
  • A dedication to quantitative rigour & adherence to a consistent cognitive framework

Desirable:

  • Other languages: R, C++, Matlab
  • Language: one of French, German, Spanish, Italian

Experience

  • Experience of systemizing trade execution flows for OTC and Futures.
  • Experience of Futures, forwards, swaps, options in-depth derivative pricing, structuring & execution proficiency
  • Experience in commodities or fixed income. Preferably Oil, Natural Gas, Power, Emissions, FX markets
  • Experience in price analysis including market strategy frame up, tactic design, money management and systematic execution

Education

  • Master’s Degree from strong global university: Mathematical Finance / Econometrics / Physics / Data Science / Atmospherically & Environmental Science / Aeronautical Engineering
  • STA/CFA or international finance accreditation equivalent preferred.

Our offer to you

In return we offer a competitive starting salary supported by a comprehensive 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 together with a range of optional flexible benefits.

Based in our offices in London you can benefit from hybrid working offering the flexibility to spend some of your working week at home. This position may also be based in Paris.

The 350 people working in our business 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 so you can expect to experience empathy and support throughout your journey with us. 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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