Quantitative Analyst - Option Pricing

£100000 - £130000 per annum
Greater London
Analytics – Quantitative/Fundamental
May 1, 2025
Permanent
Greater London
UK
About the Role
Pangea is working with a rapidly expanding commodity trader firm based in London, seeking a talented Quantitative Analyst to join the team and focus on Option Pricing and Gas Storage Valuations.

Key responsibilities:

  • Develop and enhance models for pricing  and risk-managing gas storage and swing options
  • Analyse market data to support trading opportunities in European markets
  • Collaborate with analytics and support wider decision making
  • Continuously improve valuation tools and contribute to model governance
  • Quantitative paper research

This is a rare opportunity where you will be given the freedom to focus on intricate model development of exotic options and conduct in-depth research.

Click the link to apply!