Quantitative Strategist
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Key details
- Location
- Amsterdam, Netherlands
- Work style
- Onsite
- Function
- other
- Focus area
- other
- Posted
- 3d ago
Skills
derivativesexcelmarket analysisportfolio managementpower bipythonquantitative analysisrisk analysisvaluation
About the role
Job Title:
Quantitative StrategistContract Type:
Time Type:
Job Description:
Main Responsibilities
- Optimize RNG, biomethane and bio-LNG portfolios, identifying arbitrage opportunities across markets, geographies, product specifications and delivery periods.
- Develop quantitative models, pricing tools and trading strategies to support portfolio optimization, valuation and risk management.
- Identify, price and monetize embedded optionality in physical contracts, OTC derivatives and structured products.
- Design and implement hedging strategies across natural gas, power, carbon and renewable gas markets.
- Develop and structure bespoke options and cross-commodity trading strategies to maximize portfolio profitability.
- Build and maintain supply-and-demand models for renewable gases and environmental compliance markets.
- Analyse market fundamentals, regulatory developments and certificate markets (GoOs, PoS, RFNBOs, EUAs) to identify trading opportunities.
- Work closely with Traders, Risk, Credit and Compliance teams to manage exposures, optimize P&L and support trading decisions.
- Develop analytical and monitoring tools using Python, Excel and Power BI.
- Progressively take ownership of portfolio management activities, with the opportunity to develop and manage a dedicated options and structured products book.
Profile
- Strong experience in quantitative trading, portfolio optimization, structuring or trading strategy development within energy or commodity trading environments.
- Solid understanding of natural gas and renewable gas markets, ideally including RNG, biomethane and bio-LNG.
- Proven expertise in quantitative modelling, derivatives pricing, options valuation, hedging and risk analysis.
- Advanced programming and analytical skills, particularly Python and Excel.
- Ability to identify arbitrage opportunities, evaluate embedded optionality and translate quantitative analysis into profitable trading strategies.
- Knowledge of environmental certificates and compliance markets (GoOs, PoS, RFNBOs, EUAs) is highly desirable.
- Familiarity with European renewable energy regulations (RED III, ETS/ETS2, CBAM) is an advantage.
- Previous experience working directly with physical or derivatives trading desks.
- Strong commercial awareness, entrepreneurial mindset and interest in progressing towards book management and trading ownership.
- Excellent analytical, problem-solving and communication skills, with a proactive, collaborative and risk-conscious approach.
- University degree in a quantitative discipline and fluency in English.
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