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Quantitative Strategist Intern


Role Presentation

Our Quantitative Strategists team is responsible for pricing models, risk management tools, and quantitative structuring functions across Mercuria’s businesses. We are looking for a strong intern to support us in the following:

  • Developing, documenting and testing our pricing library;
  • Building risk reports and pricing tools for traders, originators, middle officers and risk officers;
  • Enhance risk systems to accommodate new deals or risk reports, in collaboration with IT;
  • Calibrating pricing models to market observables or historical price information, in close collaboration with traders;
  • Calculating credit exposures for long term or structured deals;
  • Participating in pricing and structuring of complex deals.


Required skills

  • Strong numerical and analytical skills;
  • Experience in Python and ideally an OO language (C#, Java, C++ or similar);
  • Interest in commodity and energy markets;
  • Interest to translate complex mathematical problems into a deliverable solution;
  • Structured, independent and result-driven mind set.


Candidate Profile

  • Mathematics, Physics, Computer Sciences or Engineering;
  • Knowledge of Mathematical Finance desirable but not required;
  • Excellent English skills are required.


Duration6 months, starting as of February 2021

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