Quantitative Analyst

Quantitative Analyst

Nat Gas (NA)

Houston, TX or Stamford, CT

Cititec are working with a global commodities trading firm who ar egrowing out their presence in natural gas within North American markets. They are looking for a Quantitative Analyst who’s ready to combine a strong quantitative toolbox with a genuine interest in energy markets. You’ll work close to the trading desk, building fundamental models, digging into market data, and developing tools and strategies with direct trading impact.

What you’ll do

• You’ll build and maintain quantitative models of North American natural gas fundamentals, such as supply-demand models
• Develop quantitative tools and analysis to support and refine algorithmic natural gas trading strategies, working closely with traders and software developers.
• Conduct back-testing and validation of models and trading strategies to assess performance, robustness and reliability.
• Maintain and improve the quality and integrity of data used within trading models and analytical tools.
• Take ownership of model documentation, ensuring methodologies, functionality and interfaces are clearly documented.
• Research, develop and refine new systematic trading strategies across the North American natural gas markets.

What you bring

• A master’s degree in finance, economics, or another related quantitative field
• 3+ years of experience working in a similar position within gas trading
• Excellent skills in quantitative modeling (e.g., statistics, econometrics, applied mathematics, physics)
• Great programming skills, preferably in Python
• Excellent communication in English – both written and verbal