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About the Role

This senior leadership role will expand Field's analytical and risk modelling capabilities. The Senior Quantitative Manager will lead the Quantitative Analysis function, manage the existing Quant Manager, and drive the development of pricing, valuation, and systematic trading models across UK, Spanish, Italian, and German power markets. This role is the intellectual engine of the “Green Trading” function, responsible for setting methodology, owning model architecture, and providing analytical foundations for product structuring, origination pricing, and market risk management.

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 and correlation analysis across power market products.
Develop and maintain quantitative models for the valuation of structured power products to support commercial agreement origination and negotiation.
Direct and continuously improve back-testing and scenario analysis frameworks to evaluate strategy performance, stress-test positions, and guide execution decisions, automating analysis for systematic trading implementation.
Act as the lead quantitative resource for the Trading & Origination function in pricing and structuring new fixed revenue products.
Provide rigorous analytical assessment of BESS revenue structures, 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, including developing market-specific pricing models.
Own the group's market risk reporting framework, developing automated dashboards and analytics for real-time and periodic reporting of positions, VaR, CFaR, and portfolio-level risk metrics.
Manage mark-to-market valuation of live structured product positions and derivative portfolios.
Oversee data infrastructure for quantitative analysis, including management of market data feeds and integration with Field's Gaia optimisation platform.
Lead the development of systematic trading and bid strategy models for GB power markets.
Evaluate emerging algorithmic and machine-learning driven approaches to power market trading and advise on their applicability.
Line manage and develop the Quantitative Analyst, setting clear objectives and ensuring high-quality analytical output.
Lead the assessment, procurement, and implementation of third-party ETRM/analytics systems, providing quantitative requirements definition and vendor evaluation.
Champion best practice in model governance, documentation, and validation.

Requirements

5+ years of quantitative analysis experience in power or gas markets, with a strong track record of building and deploying pricing, valuation, or trading models in a live commercial environment.
Deep expertise in power market structure and dynamics, ideally across GB and continental European market(s), across the forward curve right up to intraday and balancing markets.
Proven experience building spread-option or battery asset valuation models, including stochastic modelling, volatility surface construction, and/or Monte Carlo simulation.
Strong proficiency in Python (or equivalent OOP language) for model development and automation; experience with time-series analysis, statistical modelling, and/or machine learning applied to energy markets.
Experience managing or mentoring junior quantitative professionals.
Strong communicator - able to translate complex quantitative outputs into commercial insight for senior stakeholders, counterparties, and investors.
Experience pricing or structuring Day ahead swaps, tolling agreements, or other structured power products in a commercial or origination context.
Knowledge of interconnector markets and capacity auction mechanics.
Experience in continental European power markets (Spain OMIE, Germany EPEX, Italy GME/MGP).
Experience with ETRM systems or new data feed implementation.

Skills

Quantitative analysis
Power market pricing
Valuation models
Trading models
Power market structure
European power markets
Spread-option valuation
Stochastic modelling
Volatility surface construction
Monte Carlo simulation
Python
Object-Oriented Programming
Time-series analysis
Statistical modelling
Machine learning
Energy markets
Team management
Mentoring
Communication
Commercial insight
Structured power products
Interconnector markets
Capacity auction mechanics
ETRM systems
Data feed implementation

Location

UK - London

Work Type

Permanent - Full Time
Hybrid working

Experience Level

Senior
5+ years of quantitative analysis experience

Education Level

Masters or PhD in Mathematics, Quantitative Finance, Physics, Statistics, or a related quantitative discipline

Salary/Compensations

£110,000 - £135,000 / year

Benefits

Participation in growth share scheme
Up to 10% Company wide bonus based on company performance
£2,000 per year for professional development
Private medical cover with Bupa from day one
Option to add family members to private medical cover
Company Pension with 8% Contribution
Enhanced parental leave (6 months fully paid primary carer, 3 months fully paid secondary carer, 10 days fully paid leave for fertility treatment)
1 month work from anywhere
1 day green leave
Free lunch once a week
Dog-friendly office
Spill: mental health benefit
Regular, optional team socials
Birthday carbon offset

About the Company

Field funds, builds and operates battery storage and flexible renewable energy infrastructure across the UK and Europe.
We are deploying grid-scale assets at pace across multiple markets - UK, Spain, Italy, and Germany - and are developing next-generation Long Duration Energy Storage (LDES) projects.
Our Quantitative Analysis function is at the heart of our ability to monetise the optionality in our growing asset base, price and structure complex power market products, and support the origination of fixed revenue agreements that underpin investor returns.
Genuine impact: You will actually be building and operating the renewable infrastructure we need to reach net zero.
Make things happen: We are still a relatively early stage company, and you will have significant accountability to make things happen from day one.
Define a new industry: The energy market is in a paradigm shift right now, evolving at a breathtaking pace, and you will play a leading role in defining how that market evolves and innovates over the next few years.
Exceptional team: We are an eclectic team with varied backgrounds. We have experience scaling billion dollar tech start-ups and building energy companies, as well as deep specialisms in the energy markets.

Equal Opportunity

Diverse teams make better teams. Field is committed to creating a diverse and inclusive environment which is as representative as possible of our society.
All qualified applicants will receive consideration for employment without regard to age, disability, gender expression, marriage/civil partnership status, pregnancy/maternity status, race, nationality, religion or belief, or sexual orientation.