Job Description

Role Overview

Aubay UK is seeking an experienced Quantitative Analyst/Researcher for an elite energy trading firm. This role is a unique blend of high-level quantitative research and front-office trading support, focused on the volatility and complexity of the energy commodities markets (Gas, Power, and LNG).

Unlike traditional city-based roles, this position offers the flexibility of UK-based remote work but requires a significant appetite for international travel. You will be a key contributor to the firm’s analytical excellence, spending up to two weeks every 1-2 months in Doha, Qatar, collaborating with global teams to refine pricing strategies and risk frameworks. You will be responsible for the end-to-end development of models that price everything from standard spreads to highly exotic option structures.

Key Role Responsibilities

Exotic Pricing: Architect and implement pricing models for complex, non-linear option structures tailored to energy assets.
Greeks Management: Develop high-precision tools for monitoring the Greeks (Delta, Gamma, Vega, Theta) to manage the risk profiles of large-scale option positions.
Forward Simulation: Create and calibrate multifactor models to simulate forward price curves, capturing the seasonal and stochastic nature of energy prices.
Asset Valuation: Build and validate gas storage models to price physical storage assets and “swing” structures that offer operational flexibility.
Volatility Modeling: Refine methodologies for modeling stochastic volatility and the intricate cross-commodity correlations that drive energy market dynamics.
Stakeholder Synergy: Partner with structurers and traders to integrate your quantitative research directly into live valuation and trading practices.

Required Skills and Experience

Domain Expertise: Proven track record as a Quant within an energy commodity trading organization.
Mathematical Tooling: Experience building Monte Carlo simulation tools and implementing multifactor price processes.
Advanced Programming: Expert-level proficiency in Python, C++, or C# for production-grade modeling.
Academic Rigor: An MS or PhD (preferred) in a heavy quantitative subject (Physics, Math, Stats, or Engineering).
Data Mastery: Ability to handle large, unconventional datasets and perform complex statistical analysis.

Job Data Table

Category	Details
Company Name	Aubay UK
Location	UK Remote (with travel to Doha, Qatar)
Country	United Kingdom / Qatar
City	Remote / Doha
Job Type	Full-time
Salaries	£43,200 – £72,000 per year
Experience Level	Mid-Senior Level
Travel	Up to 2 weeks every 1-2 months to Qatar
Language	English
Benefits	WFH options, Pension, Career Development Support

Skills & Competency Table

Key Skill	Level
Quantitative Modeling	Expert
Monte Carlo Simulations	Expert
Energy Option Pricing (Greeks)	Advanced
Gas Storage & Swing Models	Advanced
Python / C++ / C#	Expert
Stochastic Volatility	Advanced

Salaries Pay Calculator Table

Annual Base Salary	Estimated Bonus (15-30%)	Total Compensation	Notes
£43,200	£6,480	£49,680	Entry-point for the advertised range.
£57,600	£11,520	£69,120	Median for mid-level energy quants.
£72,000	£21,600	£93,600	Upper-end for senior-level candidates.

Job Summary

This Mid-Senior role focuses on pricing and risk modeling for energy commodities. Based remotely in the UK with regular travel to Doha, you will develop multifactor models, Monte Carlo simulations, and gas storage valuation tools. Requires a strong STEM background (PhD/MS), expert coding in Python/C++, and previous energy trading experience.

5 FAQs

How much travel is involved? You will travel to Doha, Qatar, for up to 2 weeks at a time every 1 to 2 months.
Can I work from home? Yes, the role is advertised as UK Remote when you are not traveling to Qatar.
Is a PhD required? A Master’s is the minimum, but a PhD in a quantitative subject is highly preferred.
What are the primary programming languages? The firm looks for expert-level skills in Python, C#, or C++.
What is a “Swing Structure”? In energy, it’s a contract that allows the buyer to “swing” (vary) the amount of energy they take, providing flexibility that quants must value as an option.

Expert Analysis

In 2026, Energy Quants are increasingly focused on Cross-Commodity Correlation, especially as the transition to renewables makes gas-to-power relationships more volatile. This role’s focus on Gas Storage is particularly vital; valuation is no longer just about the “spread” but about the Extrinsic Value—the ability to react to sudden market spikes. If you can bridge the gap between physical asset constraints and financial math, you are the ideal candidate for this Doha-linked role.

Location & Logistics Guide

This role offers a unique hybrid lifestyle. While you enjoy the flexibility of UK Remote work, your on-site time will be in Doha, the capital of Qatar and a global energy titan. Doha offers a high-tech, ultra-modern environment for finance and energy professionals. The travel component provides deep exposure to the Middle Eastern energy markets, which are pivotal to global LNG flows.

Wikipedia URL: https://en.wikipedia.org/wiki/Doha

Career Path

A Quantitative Analyst in this niche typically moves into Head of Structuring, Lead Energy Strategist, or Portfolio Manager. Given the international exposure to the Doha energy hub, this role is a powerful springboard into senior leadership within “Energy Super Majors” or global commodity hedge funds.

To apply for this job please visit talents.studysmarter.co.uk.