Quantitative Analyst Internship

Overview

Energy Aspects is seeking a Summer Quantitative Commodity Strategy Intern to join our dynamic Quant Analytics team. The role requires adaptability and a commitment to excellence as part of a collaborative team. The ideal candidate will be self-motivated, technically strong, and eager to apply quantitative skills to real problems in commodity derivative markets. We offer a stimulating environment, exposure to industry-leading research, and the opportunity to work alongside respected practitioners in the field.

Responsibilities

• Implement quantitative models and analytical tools in Python, working from briefs provided by senior team members.
• Collaborate with quant strategists across energy, options, metals, and macro to support live research projects.
• Communicate findings clearly, both in written outputs and in team discussions.
• Monitor and develop an understanding of commodity derivative markets, with a focus on financial participants and positioning dynamics.

Qualifications

• Currently studying toward a final year undergraduate degree or a Master’s degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Economics, Finance).
• Strong Python programming skills, with experience in data analysis and visualization.
• Genuine interest in commodity or financial markets, and an eagerness to develop market knowledge alongside technical skills.
• Strong problem-solving skills, intellectual curiosity, and a proactive approach to tasks.
• Ability to work both independently and as part of a collaborative, cross-functional team.

Desirable Skills

• Familiarity with commodity derivative markets or options theory.
• Experience working with financial or time-series datasets.
• Prior research, trading, or data-intensive internship or project experience.