Senior Quantitative Modeller
The Senior Quantitative Modeller will work within a team of commodity market and quantitative information systems analysts, managing projects and activities related to research, modelling, data gathering and dissemination and publications to support the wider Group Economics and Fundamentals Team’s analytical remit and requests from the CEO Office, Corporate Affairs, and BUs across Centrica Group.
The remit involves:
- Championing safety and maintaining a safe environment with zero Hypos and LTIs
- Maintaining and developing the team’s web portal of reports, news, data analytics dashboards and visualisation systems
- Determining the need for new models and analytical systems in Group Fundamentals and BUs and managing the development of these via leveraging internal and 3rd party resources as required to support Group Fundamentals or to answer complex strategic, policy, or commercial questions, especially as part of special projects (e.g. CMA investigation, OFGEM investigations, large M&A deals, Strategic Reviews)
- Ensuring consistency of data/assumptions across models and information systems in Group Economics and Fundamentals
- Ensuring a robust controls framework around models and spreadsheets is in place and complied with in the wider team and the framework is regarded as best in class
- Ownership of internal policies in Fundamentals that govern the development, access and use of models and systems; revision, maintenance, and enforcement of the policies
- Ensuring that that all team members are sufficiently trained to understand and use the models and systems
- Identifying, monitoring, capturing, archiving, analysing, disseminating, and presenting data, information, and analysis related to commodity market fundamentals for use across the Group.
Skills, Knowledge & Expertise
- Degree(s) and qualification(s) in highly quantitative subject e.g. natural science, finance, mathematics, economics (or equivalent experience)
- Excellent knowledge of Excel and VBA, knowledge of @Risk would be useful
- Strong personal skills; enthusiasm, a desire to learn, critical thinking, flexibility and dependability
- Model Building: Experience of building models to solve commercial problems and to answer strategic/tactical questions
- Data and model management: Experience and ability to maintain complex models/data management systems
- Quantitative Analytics: Deep knowledge of and ability to apply analytical tools and quantitative techniques, specifically: marginal and opportunity costs/value, statistical/econometric methods, Monte Carlo simulation techniques, risk measures, hedging mechanisms, financial valuation methods and concepts including discounted cash flows, IRR, payback, financial and real options
- Financial Modelling: Knowledge of financial modelling, reading and interpreting financial statements
- Commodity Markets: Market knowledge of crude oil, gas, LNG, power and emissions
- Communication: able to explain complex analysis in a clear and concise way in both written and verbal forms
- Macro-economy: Understanding of the drivers of global macroeconomics, especially economic growth
- Data Gathering: Experience in researching, collating, storing and cataloguing data e.g. Bloomberg/Reuters terminals, Web scraping.
Centrica plc, a FTSE 100 company, has operations in UK, North America and Europe. With 30+ million customer-product relationships, Centrica's vision is to become the leading integrated supplier of energy and related services for its chosen markets and maximise value to shareholders. Centrica's brand names include British Gas, Direct Energy (North America). At Centrica, our purpose is to help people today and secure energy for tomorrow.
PLEASE APPLY ONLINE by hitting the 'Apply' button. Please upload your cover letter and CV as one document.
Applications will ONLY be accepted via the ‘Apply’ button.
To request an update on this role, or if you have any problems uploading your CV please email Chris.Powell@britishgas.co.uk typing ‘Update required: Senior Quantitative Modeller R9924113’ in the subject title.
Agencies: Centrica operate a preferred supplier arrangement, however if you wish to be considered at the next review session please submit a brief overview of your capability to PSL@centrica.com.