- Salary
- £110k – £135k/yr
- Location
- Shoreditch, London
- Type
- Full-time
- Seniority
- Senior
- Education
- PhD
- Source
- Pinpoint
Description
Senior Quantitative Analysis Manager
Department: Finance
Employment Type: Permanent - Full Time
Location: UK - London
Compensation: £110,000 - £135,000 / year
Description
The Role
Key Responsibilities
Power Market Risk Management
- Own the architecture and development of Field's suite of power market pricing and valuation models across GB, Spain, Italy, and Germany, covering risk management, structured Battery Toll and Floor pricing, battery spread option valuation and delta hedging strategies.
- Lead the build-out of systematic spread-option valuation frameworks, including volatility surface construction, correlation analysis across power market products to inform execution
- Develop and maintain quantitative models for the valuation of structured power products providing robust pricing to support the origination and negotiation of commercial agreements
- Direct and continuously improve back-testing and scenario analysis frameworks to evaluate strategy performance, stress-test positions, and guide execution decisions, as well as automating analysis to enable systematic trading implementation
Product Structuring & Origination Support
- Act as the lead quantitative resource for the Trading & Origination function in the pricing and structuring of new fixed revenue products across Field's own assets and third-party asset pipeline
- Provide rigorous analytical assessment of BESS revenue structures: Day ahead swaps,, tolling agreements, and battery spread products - including sensitivity analysis, return attribution, and downside scenario modelling
- Develop and maintain performance benchmarking frameworks to assess and report on the risk-adjusted performance of trading and origination activity
- Support the assessment of new market entry opportunities in international markets, including developing market-specific pricing models that capture local market structure, liquidity dynamics, and regulatory nuance
Market Risk Monitoring & Reporting
- Own the group's market risk reporting framework: develop automated dashboards and analytics that provide real-time and periodic reporting of open positions, VaR, Cash Flow at Risk (CFaR), and portfolio-level risk metrics
- Manage mark-to-market valuation of live structured product positions and derivative portfolios, ensuring accurate and timely reporting to the Group Treasurer and senior leadership
- Oversee data infrastructure for quantitative analysis, including management of market data feeds (Bloomberg, N2EX, power exchange APIs) and integration with Field's Gaia optimisation platform
- Lead the development of systematic trading and bid strategy models for GB power markets, including delta hedging and rolling intrinsic strategies executed via Direct Market Access (DMA) platform
- Evaluate emerging algorithmic and machine-learning driven approaches to power market trading and advise on their applicability to Field's strategy and risk appetite
- Line manage and develop the Quantitative Analyst, setting clear objectives, supporting technical development, and ensuring high-quality analytical output across the team
- Lead the assessment, procurement, and implementation of third-party ETRM/analytics systems alongside the Group Treasurer providing quantitative requirements definition and vendor evaluation
- Champion best practice in model governance, documentation, and validation, establishing internal standards for model review and version control
Skills, Knowledge and Expertise
- You are a dynamic power market expert with a passion for building analytical models and identifying value
- You are not just on the cutting edge; you are a leader creating it. You think outside the box and challenge the status quo. Your ideas are game-changers and you are excited to make a huge impact in renewable energy and power markets
- You have innate ability to thrive in volatile markets, with a proven track record for turning complex data into intuitive trading strategies
- You’re an open, clear communicator who inspires others to think bigger and bolder through your analysis. You have ability to work collaboratively and present your ideas at all levels
- You have a reputation for delivering exceptional results within tight timelines. Your time management skills ensure that you stay ahead of the curve without compromising on quality.
- You thrive in a fast-paced environment, your capability to handle various tasks simultaneously while maintaining focus and creativity is crucial.
- 5+ years of quantitative analysis experience in power or gas markets, with a strong track record of building and deploying pricing, valuation, or trading models in a live commercial environment
- Deep expertise in power market structure and dynamics, ideally across GB and continental European market(s), across the forward curve right up to intraday and balancing markets.
- Proven experience building spread-option or battery asset valuation models, including stochastic modelling, volatility surface construction, and/or Monte Carlo simulation
- Strong proficiency in Python (or equivalent OOP language) for model development and automation; experience with time-series analysis, statistical modelling, and/or machine learning applied to energy markets
- Experience managing or mentoring junior quantitative professionals
- Strong communicator - able to translate complex quantitative outputs into commercial insight for senior stakeholders, counterparties, and investors
- Experience pricing or structuring Day ahead swaps, tolling agreements, or other structured power products in a commercial or origination context
- Knowledge of interconnector markets (IFA, BritNed, ElecLink) and capacity auction mechanics
- Experience in continental European power markets (Spain OMIE, Germany EPEX, Italy GME/MGP)
- Masters or PhD in Mathematics, Quantitative Finance, Physics, Statistics, or a related quantitative discipline
- Experience with ETRM systems or new data feed implementation
Benefits
We’re offering a competitive compensation package, including participation in our growth share scheme which rewards all employees for the growth of the business.
- Up to 10% Company wide bonus based on company performance
- Hybrid working (blend of home and office working to suit individual needs)
- £2,000 per year to spend on your professional development
- Private medical cover with Bupa from day one with the option to add family members.
- Company Pension with 8% Contribution
- Enhanced parental leave, for all new parents:
- 6 months fully paid primary carer leave
- 3 months fully paid secondary carer leave
- 10 days fully paid leave for fertility treatment
- Fun co-working office space in Shoreditch, London
- 1 month work from anywhere, for those with a travel bug
- 1 day green leave to do something good for the environment
- Free lunch once a week - a great way to get to know people in the wider team
- Dog-friendly office, feel free to bring your pooch along
- Spill: our mental health benefit allowing every Fielder access to equal and unrestricted therapy and resources
- Regular, optional team socials designed to be inclusive for everyone (not just the pub goers!)
- Birthday carbon offset: a gift from Field to the world to celebrate your birthday
- Genuine impact: You will actually be building and operating the renewable infrastructure we need to reach net zero. This is not a green CSR initiative, but a company that is taking a leading role in building one of the critical solutions to a generational problem.
- Make things happen: We are still a relatively early stage company, and you will have significant accountability to make things happen from day one. You will have a lot of autonomy, will learn quickly, and be given a LOT of room to grow.
- Define a new industry: The energy market is in a paradigm shift right now, evolving at a breathtaking pace, and you will play a leading role in defining how that market evolves and innovates over the next few years.
- Exceptional team: We are an eclectic team with varied backgrounds. We have experience scaling billion dollar tech start-ups and building energy companies, as well as deep specialisms in the energy markets. You will learn from and work with a bunch of fun, curious, and entrepreneurial people who really want to make an impact.
- Move fast - We’re finishers. Doers. Pragmatists. We take responsibility. We see things through and we always deliver on our promises. We roll up our sleeves and get things done. FAST.
- Know your stuff - We’re curious and pride ourselves on always learning, adapting and improving. There are no stupid questions here. We’re self-starters. We’re all learning and growing, always. And we take accountability for our own growth
- Do it right - We do things the right way and never cut corners. We always put safety above profit. We carefully manage the impact of our work on local communities and the broader environment. We are intentional and act with integrity at all times.
- Work for the team - We are friendly and approachable. We make time for one another, we lean on each other. We learn from one another, and we value diversity of thought and experience so we learn faster and get better