Curves Analyst

Job description

Curves Analyst - Overview

Location: Windsor/London

The curves analyst will be responsible for the provision of external price information used across the Centrica business. They will be responsible for managing new and amended forward curves processes, as well as monitoring and maintaining existing external price feeds and forward curves. They will assist with the team’s responsibilities to design and implement statistical methodology to proxy mark existing forward curves, as well as BAU responsibilities to calibrate volatility and correlation.

Curves Analyst - The Role

Key Responsibilities:

·  Perform daily validation control of external price information to ensure quality and integrity
·  Review and enhance market data system validation performance and liaise with external providers to clear breaks, alerting users to breaks
·  Be proactive in the provision of market data, supporting new / existing business requirement in settlement and forward curve construction and calibration
·  Ownership of forward curve construction methodology for illiquid markets. Including liaising with trading and fundamentals analysts, together with performing statistical analysis to establish the proxy curve relationship.
·  Liaising with Risk and PC departments to gain independent approval for the methodology being proposed.
·  Periodic review of illiquid market curves for valuation appropriateness
·  Provide QA with ongoing monitoring and analysis of volatility and correlation calibration stability.
·  Implement volatility and correlation calibration methodology on a periodic basis
·  The successful candidate’s objective is therefore to proactively and continuously challenge and advance market curve methodologies and processes.

Curves Analyst - The Person

·  Bachelor’s Degree in a quantitative discipline
·  Preference will be given to candidates with some previous experience in market data related middle office roles, fundamental analysis or independent price verification.
·  Experience in market data such as Heren, Argus, ICE, Platts, etc
·  A good working knowledge of gas, power and oil derivative products.
·  Familiar with market curve construction and methodology
·  Capable of understanding and interpreting technical documentation on new products and models
·  Strong analytical skills and proficient PC skills, including Microsoft Excel to VBA level
·  Lateral thinking and good problem solving
·  Motivation to change and improve existing processes
·  Control-minded with strong attention to detail
·  Strong written and oral communication skills
·  Ability to work effectively as a member of the team or independently
·  Effective in managing relationships at all levels
·  Ability and willingness to adapt to new challenges in a dynamic environment with shifting priorities

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 ************@*******.** typing 'Curves Analyst (CEN30064)' 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 ************@*******.** . "