Quantitative Analyst, Gas & Power Trading
At a glance
Mid-level Data Science role at Trafigura. Houston · full-time · no salary stated · we estimate $115,300–$175,500 across the United States.
Trafigura has not published a salary for this role. The figure below is our estimate, not theirs.
dataroles summary, based on the employer's posting.
What you'll do
- Build and maintain internal tools and valuation models used to price trading activity
- Help value complex transactions and analyze historical data alongside forward-looking inputs
- Improve modeling work, oversee critical databases, and fix or upgrade data and analytics processes
- Record the methods and reasoning behind your models and analyses
What you bring
- An advanced degree in mathematics, physics, finance, engineering, computer science or another listed field
- At least three years in a comparable commodity-trading role, preferably focused on U.S. power and gas
- Hands-on knowledge of derivatives pricing, options and risk analysis, plus experience supporting trading or origination
- Experience developing object-oriented software and large pricing-model libraries with a team
Who this fits
This mid-level role suits a quantitative analyst who works closely with North American gas and power traders. The role is based in Houston or Denver and reports to the head of North American quantitative analysis.
From the employer
Main Purpose:
The North America Quantitative Analysis team at Trafigura provides modeling and pricing support for our North America trading and origination activities, with a primary focus on U.S. power and gas.We are seeking a highly motivated professional who aspires to excel in one of the leading global commodity trading organizations. Join us to contribute to our continued success in areas requiring quantitative expertise.
Knowledge Skills and Abilities, Key Responsibilities:
Skills and Qualifications:
Advanced degree in mathematics, physics, finance, engineering, or computer science.
Prior experience supporting trading and origination activities.
In-depth knowledge and experience in financial mathematics, including option theory, derivative pricing, and risk analytics.
Working experience in building large-scale pricing model libraries in a team environment, utilizing software lifecycle collaboration tools such as GitLab or GitHub.
Development experience in object-oriented programming and design patterns.
Proficiency in coding with programming languages such as Python, C#, C++, and/or VBA.
Working knowledge of database applications, including Amazon Redshift, Oracle, and Snowflake.
Familiarity with web-based applications such as Streamlit or DASH.
Knowledge and experience with ETRM/CTRM systems like Allegro or Endur.
Competency in MS Office applications.
Strong verbal and written communication, and good interpersonal skills.
Minimum of 3-5 years of experience in similar roles within commodity trading, preferably in U.S. power and gas.
Key Responsibilities
Developing and maintaining proprietary valuation library and internal pricing tools.
Participating in and contributing to valuation requests for highly structured transactions.
Conducting bespoke analyses using historical and forward-looking data.
Bringing innovative solutions to ongoing modeling efforts.
Managing mission-critical databases.
Troubleshooting and enhancing existing data processes and analytics.
Documenting modeling approaches and methodologies.
Location
Houston, TX or Denver, CO
Key Relationships and Department Overview:
Reports into the Head of North America Quantitative Analysis, working closely with front office gas and power trading functions for North America.