Quantitative Analyst - (Python)

Gazprom Marketing & Trading ,
Manchester, Greater Manchester
Job Type: Full-time

Overview

About us From origins as a small, independent gas supplier in the North West of England, we have grown to become a major business energy supplier. In 2006, Pennine Natural Gas was acquired by Gazprom and later became Gazprom Energy. Since joining the Gazprom Group we have gone from strength to strength and since 2017, Gazprom Energy has been the largest business gas supplier in Great Britain. We now supply over 60,000 business customers at close to 100,000 sites across Europe. Manchester is home to our European headquarters, a base from which we have expanded into France and the Netherlands. Our teams across Europe are united by the shared ethos of being helpful and making life easier for our customers. In 2015 we won the coveted Supplier of the Year award at the Energy Awards and we’ve been awarded the Gold standard in people management by Investors in People in 2012, 2015 and again in 2018. Our culture is defined by our people. Through living our values every day we continue to create a culture that enables us all to succeed. We work as one team with our customers, our parent company and each other in order to understand each other’s needs. With an unstoppable passion for excellence, growth and learning, we’re committed to creating an environment that fosters the development of knowledge, skills and experience, so that our people can thrive and prosper in their careers with us. We believe that we have the best team in the industry which makes us a trusted partner across international capital and energy markets. Our diverse employee base, with a wealth of expertise, knowledge and experience makes GM&T a truly exciting place to work. We encourage new ideas and initiatives as innovative thinking is central to how we do business. Most importantly, we are a growing and developing business where inspired individuals can make a difference and help shape our future. Role objectives We are on the lookout for a Quantitative Analyst here at Gazprom energy. Your role will mainly be project-based, and you will be using Statistics and Python. Your main project over the next year will be to work as part of a talented team, to build an electricity pricing model. Around 20% of your time will be around supporting day-to-day pricing, and this will give you exposure to existing pricing models and customer needs. We’re currently using GIT and python and you will have other quants and python developers to work with. Duties & Responsibilities Project work/development: • Support management in identifying, prioritizing, and planning projects • Take a lead role in delivering change • Develop Statistical models, using Python • Work with business to understand & use projects Day-to-day pricing: • Issue commodity price curves, based on the latest market prices & volatility • Update SME matrix prices • Update risk premiums, using the simulation-based model • Provide bespoke risk premiums • Respond to queries about pricing accuracy/service • Support colleagues & customers You may be asked to perform other duties which fall reasonably within the scope of this job description, or within operational needs. Skills & Competencies Skills & Competencies Technical Skills & Competencies • Strong maths, including linear Algebra, Probability, and Statistics • Competence in python, including knowledge of numpy, and pandas • Quantitative risk management • Technical writing skills Non-Technical Skills & Competencies • Confidence to drive change • Team-working and communications skills • Previous commercial/financial services experience desirable • Professionalism • Planning skills Experience • Practical experience of using statistics or python is desirable Education • The minimum academic requirement is a B at A-level or equivalent • A Degree in a quantitative field such as Computer Science, Physics, or Mathematics is desirable Experience • Practical experience of using statistics or python is desirable Education • The minimum academic requirement is a B at A-level or equivalent • A Degree in a quantitative field such as Computer Science, Physics, or Mathematics is desirable