- Development and maintenance of forward curve models for power, gas, oil, coal, on different markets;
- Implementation and calibration of stochastic spot and forward price models;
- Development of valuation models for multi-commodity derivatives and real options in energy markets such as virtual power plants, swing contracts, storage, transportation rights;
- Parameterization and back-testing of quantitative models using inferential statistics and time series analysis;
- Work closely with Front, Mid and Back Office to develop valuation, hedging, and optimization concepts, continuously seeking new opportunities;
- Ensure prompt service and a close relationship to Front Office and other teams by providing modelling and analysis competence.
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- University degree in natural sciences or engineering;
- Three years experience in energy markets (power, gas, emissions);
- Proven track record of applying financial engineering and stochastic calculus, stochastic quantitative modelling, stochastic price processes and inferential statistics in an industrial setting;
- Excellent communication skills to successfully convey technical concepts to educated customers;
- Strong service attitude and process orientation, with an ability to work to tight deadlines;
- Entrepreneurial, networked minded individual;
- Good coding skills in Matlab, VBA or other similar software packages;
- Enjoys innovation and change.
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This company does not only endeavour to satisfy their customers, but also their close to 93,500 employees in over 30 countries. Because they make them what they are: one of the world’s largest investor-owned power and gas companies.
The Energy Trading branch has been launched to take advantage of the opportunities available in the developing European markets. Striving to become the best and most exciting integrated energy trading business in Europe, this company offers a fast-paced working environment with a culture of openness and high performance. With arguably the best portfolio of assets in Europe, this company offers an attractive business strategy, varied roles and competitive packages. |
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