Gas Quant Structurer
About this role
Gas Quant Structurer
What’s the role
We are seeking a highly quantitative professional to join the Gas Deal Structuring team and support the growth of our European gas portfolio. This role offers a unique opportunity to work within an entrepreneurial front‑office team, contributing directly to quantitative modelling, valuation, and transaction structuring across a wide range of gas products.
What you’ll be doing
Responsibilities include the following:
Quantitative Modelling: Develop, own, and continuously enhance pricing models that capture optionality, asset flexibility, and complex payoff profiles. Ensure model robustness through rigorous testing and clear documentation of assumptions, limitations, and calibration methodologies. Contribute to the design and development of production-grade valuation tools, back‑testing engines, and advanced analytics.
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