What are the responsibilities and job description for the Quantitative Analyst position at Cititec?
Quantitative Analyst - Power & Gas
North America Trading
Houston, TX
Our client is looking to hire a highly motivated Quantitative Analyst to join their North America Quantitative Analysis team. This group provides core modelling, pricing, and analytics support to Power & Gas trading and origination desks, with a strong focus on U.S. markets.
This is a front office facing role, working closely with traders and originators on valuation, structuring, and risk analysis. You’ll play a key part in building and maintaining proprietary pricing libraries and analytical tools used across the business.
Key Responsibilities
- Develop and maintain proprietary valuation libraries and internal pricing tools
- Support valuation and pricing of complex, structured transactions
- Perform bespoke quantitative analyses using historical and forward-looking market data
- Contribute innovative ideas to enhance existing modeling frameworks
- Manage and support mission-critical databases and analytics infrastructure
- Troubleshoot, enhance, and optimise existing data and analytics processes
- Document modeling methodologies, assumptions, and frameworks
- Work closely with front-office Power & Gas trading and origination teams
Skills & Experience
- Advanced degree in Mathematics, Physics, Finance, Engineering, or Computer Science
- 5 years experience in a quantitative role within commodity trading
- Strong background in financial mathematics, including derivatives pricing, option theory, and risk analytics
- Prior experience supporting trading and/or origination desks
- Proven experience building large-scale pricing or modeling libraries in a collaborative environment
- Strong object-oriented programming skills and understanding of design patterns (Python, C#, C , and/or VBA)
- Exposure to web-based analytics tools such as Streamlit or Dash is a plus
- Experience with ETRM/CTRM systems such as Allegro or Endur is advantageous