About this role
A bit about Field 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. The Role This is a senior leadership hire that will materially expand Field's analytical and risk modelling capability. The Senior Quantitative Manager will lead the Quantitative Analysis function, line managing the existing Quant Manager, and driving the build-out of pricing, valuation, and systematic trading models across UK, Spanish, Italian, and German power markets. Reporting to the Group Treasurer & Head of Energy Origination, this role is the intellectual engine of the “Green Trading” function within Field, the power risk management and product origination arm of the business. The Senior Quantitative Manager will set the methodology, own the model architecture, and provide the analytical foundation for product structuring, origination pricing, and market risk management across Field's portfolio of owned and third-party assets. This is a role for a highly experienced quantitative practitioner - someone who has built and run analytical teams in a power trading or energy risk environment and is ready to play a defining role in shaping how Field thinks about and monetises power market risk. Key Responsibilities Power Market Risk Management 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 Product Structuring & Origination Support 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 Market Risk Monitoring & Reporting 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 Systematic Trading Strategy Lead the development of systematic trading and bid strategy models for GB power markets, including delta hedging and rolling intrinsic strategies executed via Direct Market Access (DMA) platform Evaluate emerging algorithmic and machine-learning driven approaches to power market trading and advise on their applicability to Field's strategy and risk appetite Team Leadership & Systems Line manage and develop the Quantitative Analyst, setting clear objectives, supporting technical development, and ensuring high-quality analytical output across the team Lead the assessment, procurement, and implementation of third-party ETRM/analytics systems alongside the Group Treasurer providing quantitative requirements definition and vendor evaluation Champion best practice in model governance, documentation, and validation, establishing internal standards for model review and version control