Quantitative Analyst

Job Description

Role Overview

Aubay UK is recruiting a seasoned Quantitative Analyst to join our specialized consulting team on behalf of a global Energy Super Major. This position is ideal for a professional who possesses a high-level mastery of energy commodity markets and sophisticated mathematical modeling. You will be instrumental in advancing high-priority initiatives, including the valuation of intricate option products and the development of resilient pricing engines to support front-office excellence.

In this role, you will bridge the gap between theoretical financial engineering and live energy trading. You will be tasked with architecting frameworks that handle the unique volatility of gas and power markets, ensuring the firm’s trading desks have a competitive analytical edge. Operating within a fast-paced, fundamentally shifting industry, you will contribute directly to the strategic goal of transitioning a global energy leader towards net-zero emissions by 2050.

Role Responsibilities

• Computational Modeling: Engineer and deploy advanced frameworks for multifactor simulations, price path forecasting, and Monte Carlo methodologies.

• Derivatives Valuation: Execute precise pricing for complex option architectures and provide deep technical expertise in stochastic volatility and gas storage assessment.

• Front-Office Integration: Partner extensively with the trading team to provide immediate quantitative support and data-driven market insights.

• Research Innovation: Maintain a leading position in quantitative research to refine current models and pioneer original analytical tools.

• Global Impact: Deliver value and enact meaningful change across diverse geographies and business units within a global energy framework.

Required Skills and Experience

• Academic Foundation: A PhD or Master’s degree in a technical discipline such as Statistics, Mathematics, Physics, Computer Science, or Engineering.

• Industry History: Proven background as a front-office quantitative analyst specifically within the energy commodities trading sector.

• Mathematical Tooling: Direct experience constructing financial models using multifactor processes, Monte Carlo simulations, and stochastic volatility frameworks.

• Technical Aptitude: Superior problem-solving capabilities paired with advanced numerical techniques and programming proficiency.

• Soft Skills: The capacity to manage projects independently while maintaining high-quality collaboration and communication with team members.

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Job Data Table

Category	Details
Company Name	Aubay UK (on behalf of an Energy Super Major)
Location	United Kingdom and Qatar
Locality	Flexible / Remote Options
Country	United Kingdom / Qatar
City	Peterborough (Operational Base)
Region	East of England / Middle East
Job Type	Full-time / Permanent
Salaries	£43,200 – £72,000 per annum
Experience Level	Experienced / Senior
Travel	Required (UK and Qatar locations mentioned)
Language	English
Benefits	25 Days Leave, Pension, WFH options, Udemy access, Winter sports discounts

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Skills & Competency Table

Key Skill	Level
Monte Carlo Simulations	Expert
Energy Option Pricing	Expert
Gas Storage Valuation	Advanced
Stochastic Volatility Modeling	Advanced
Programming (Python/C++)	Advanced
Multifactor Price Processes	Expert

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Salaries Pay Calculator Table

Annual Salary	Bonus (Est. 15-25%)	Total Compensation	Notes
£43,200	£6,480	£49,680	Baseline for mid-level entry with MS.
£57,600	£11,520	£69,120	Median for experienced energy quants.
£72,000	£18,000	£90,000	High-end for PhD holders/senior specialists.

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Job Summary

This permanent role involves developing sophisticated models for energy commodities trading, including Monte Carlo simulations and gas storage valuation. Working for a global Energy Super Major via Aubay UK, you will price complex options and support the front office. Requires a PhD/MS and proven experience in energy commodity modeling.

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5 FAQs

• What is the primary focus of this role? The role focuses on pricing complex energy options and building models like Monte Carlo and stochastic volatility simulations for the front office.

• What academic background do I need? You must hold a PhD or Master’s degree in a quantitative field like Physics, Math, or Engineering.

• Is there a remote work option? Yes, Aubay UK offers work-from-home opportunities as part of their benefits package.

• Who will I be working for? You will be deployed as an insourced partner to a “Super Major” global energy company.

• What are the travel requirements? The posting lists both the UK and Qatar, implying international travel or collaboration across these regions.

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Expert Analysis

In 2026, Energy Quants are pivotal in navigating the transition to cleaner energy. This role’s focus on Gas Storage Valuation and Stochastic Volatility is critical as markets move toward “Net Zero,” where balancing intermittent renewable loads requires advanced storage modeling. Proficiency in Python for rapid model deployment in front-office environments is now mandatory for success.

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Location & Logistics Guide

While the role is associated with Peterborough, its scope covers the UK and Qatar. Peterborough offers excellent connectivity to London’s energy hubs via a 50-minute train link. The Qatar connection highlights the global nature of LNG and integrated gas trading, requiring flexibility and international coordination. Wikipedia URL:https://en.wikipedia.org/wiki/Peterborough

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Career Path

A Quantitative Analyst at this level typically moves into Senior Quant Strategist or Head of Energy Modeling roles. Given the partnership with an Energy Super Major, there is a clear path towards permanent leadership positions within the client’s internal Trading & Supply or New Energies divisions.