Quant jobs / Macquarie

Senior Energy Quantitative Analyst

A front-office quant role supporting energy trading desks with derivative valuation and physical-asset models. It sits in the quantitative strategist team of a commodities and global markets group.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research and implement valuation models for energy derivatives
Build optimisation-based valuation for power plants, storage and renewable assets
Industrialise existing pricing and risk tools for the front-office platform
Run scenario analysis and simulations for traders and risk managers

What they ask for

Required

Energy markets (power and gas)
Stochastic processes
Numerical methods
Optimisation techniques
Python or C++
Communication with traders
5+ years in a similar role

Education: Top-tier MS or PhD in maths, physics, engineering or computer science
Experience: At least 5 years, preferably in energy markets
Languages and tools: Python
C++
Markets: commodities

How to prepare

Model a mean-reverting power or gas price and price a spread or swing option by Monte Carlo
Formulate a gas storage valuation as a dynamic programme or least-squares Monte Carlo problem
Learn how forward curves, shapes and spark spreads work in power and gas
Build a production-style pricing library in Python or C++ with unit tests

What to study

The Energy Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Macquarie’s site before applying: requirements, location and pay can change after we check them.

View the posting on Macquarie’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Macquarie and doesn’t handle applications.