Power Lead Structuring Analyst @ Major Energy Trader

The Structuring and Quant group is a centre of pricing and quantitative expertise. The group has a broad capability in a wide area of commercial modelling and decision support. This includes deal structuring and valuation, financial engineering, optimization and decision support analysis. The group gets involved in a wide range of areas across the business supporting both the Front Office and Middle Office functions.

This role is responsible for the pricing of complex linear and nonlinear structured power transactions. This includes analyzing a proposed term sheet, liaising with the originator/trader responsible for bringing the transaction to GMJ, developing a pricing model, and detailing the results and risks to traders and others as required. 

This will require a strong grasp of commodity market structures, financial engineering including options, and fluent bilingual communication skills for effective collaboration with traders, quants, and operational teams across regions.

The responsibilities of this role include, but not limited to:

• Valuate complex structured commodity deals, deal types include but are not limited to cross commodity index trades which include FX as a risk factor, options both monthly and daily over cross commodities index trades. Tolling models could also be included.
• Build relationships were also built with the  Head Office to in order to support and generate the deal flow from the group company.
• Present the valuation and risk analysis to the executing trader getting buy-in for the transaction, and ultimately execution of a transactions that generate P&L for GMJ’s trading and origination functions.
• Present advanced valuation and technical concepts to a senior level (including executive level).
• Support Business Analysts when liaising with the Middle Office functions where required in the booking of executed transactions, ensuring the risks and P&L is properly captured.
• Support other related quantitative functions including the development and implementation of a methodology for the estimation of non-observable market parameters required for complex structured deal valuation.
• Work with other functions (both internal and external) to ensure that valuation methodologies and processes are reviewed and validated.
• Build a culture within the group and organisation recognising this group as centre of excellence for valuation expertise.
• Assume a team lead role for other junior members of the Structuring and Quant team, providing quantitative expertise to the Front Office function.

 Master’s degree or above in Finance, Economics, mathematics, or a related quantitative field
 5-7 years of relevant pricing or quantitative experience in commodity markets (experience in fixed income/equities as structurer/quant also ok)
 Highly proficient in Microsoft Excel with additional skills in the use of Python and SQL; strong modelling and automation capability
 Able to clearly communicate views and collaborate across functions under time pressure
 Fluent in both Japanese and English (required)