The Green Recruitment company are assisting one of the leading energy generation and trading companies in Europe in their search for a Structured Trader.

The Role:

You will be responsible for the pricing and execution of cross-asset and non-linear derivatives with primary focus on power and gas. You will also be involved in hedging and risk management of cross-asset and non-linear books.

You will need to understand the principles of complex derivation valuation and the limitations of theoretical models in pricing real-world transactions which involve difficult-to-hedge risks.

Responsibilities:

• Options pricing and risk management principles;
• Daily PnL and position reporting as well as ad-hoc analysis to support pricing and risk management activities (working with desk analysts and quants).
• Produce trade ideas through fundamental analysis;
• Provide market reflective prices to the flow businesses;
• Support the shape book;
• Support new market entry.

The Individual:

• Quantitative degree;
• Programming knowledge (ideally Python)
• Previous Trading experience and familiarity with European gas markets;
• Working knowledge of power and gas assets;
• Handle pressure with measured but decisive action;
• Comfortable managing conflicting priorities;
• Communicates clearly and openly.