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.