Execution Quant



Portfolio Management


London


Permanent

Portfolio Management has 3 EBITDA focused desks, and the Execution Quants are key to driving the departments machine learning (ML) and artificial intelligence (AI) digital future.

About us

We began our journey as an ambitious, independent gas supplier in the Northwest 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

Support SEFE Energy’s Natural  Gas & Fuels/Clean Energy portfolios driving transparency with the associated Portfolio Managers, Flow Traders, Structuring Quants, Operators and Execution Quants split across the United Kingdom, Netherlands and France. SEFE Energy Portfolio Management department is the key custodian of a complex book of indexed & fixed priced energy deals including significant contract optionality.

Portfolio Management has 3 EBITDA focused desks, and the Execution Quants are key to driving the departments machine learning (ML) and artificial intelligence (AI) digital future. The Quant Execution Desk is the primary OTC & exchange route to market and responsible for all forward, future, swaps & stand option execution with SEFE Energy’s clients, shareholders, financiers, DMA providers and associated platforms including exchanges.

Drive portfolio managements 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. Algorithmic and ML/AI systematic execution are critical to the desk & business aims.

Duties & Responsibilities

  • Develop SEFE Energy’s Natural Gas & Fuel/Clean Energy index suite, product structures & algorithmic market making offering across its client flow platform for European energy
  • Extend SEFE Energy’s product/index offering of 1x per Q / 5x pa Index across one of the key basis parameters of index/structure/commodity/geography
  • Work with Natural Gas & Fuels/Clean Energy portfolio managers to deliver consistent & stable EBITDA contribution based off all client & portfolio hedging, and sourcing flows
  • Drive Natural Gas & Fuels/Clean Energy strategy sheets for the Client portfolios working with Portfolio Managers, Market Strats, Portfolio Modelling & Risk to deliver a quantitative mental model frame up
  • Build tools for the desk to market make for clients across outright & basis (time/location/quality/x-com) .
  • Implement a best-in-class client flow platform across European energy and subsequent algorithmic market making across a growing index product suite
  • Ensure systematic and automated transaction processing across all Retail’s DMA execution platforms with associated portfolio focused algorithmic trading programmes

Skills & Competencies

Essential:

  • Coding: Python expertise to a proficient level critical
  • ​PowerBI / Tableau visual tool proficiency + BB / Refinitiv & other analytical tool experience required
  • Fluent Business English

Desirable:

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

Experience

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

Education

  • Master’s Degree from strong global university: Mathematical Finance / Econometrics / Physics / Data Science / Atmospherically & Environmental Science / Aeronautical Engineering
  • CFA or international financial services license 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.

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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