Senior Quantitative Analysis Manager

Key Responsibilities

• 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
• 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
• 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