Quantitative Strategist

Quantitative Strategist Contract 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.

About Gunvor

Our people make all the difference in our success.

Responsibilities

• 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.

Requirements

• 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.
• 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.

Preferred

• Familiarity with European renewable energy regulations (RED III, ETS/ETS2, CBAM) is an advantage.

If you think the open position you see is right for you, we encourage you to apply!