Senior Quantitative Analyst [Permanent]

You, as a Senior Quantitative Analyst, take care of the development and maintenance of forward curve models for power, gas, oil, coal, on different markets. The implementation and calibration of stochastic spot and forward price models will be your responsibility. Next, it is your task to develop the valuation models for multi-commodity derivatives and real options in energy markets such as virtual power plants, swing contracts, storage, transportation rights. Another responsibilty is the parameterization and back-testing of quantitative models using inferential statistics and time series analysis and you have to work closely with Front, Mid and Back Office to develop valuation, hedging, and optimization concepts, continuously seeking new opportunities. As a final point, you have to ensure prompt service and a close relationship to Front Office and other teams by providing modelling and analysis competence.

A Senior Quantitative Analyst has to have a university degree in natural sciences or engineering and at least three years experience in energy markets (power, gas, emissions). Furthermore, you have proven track record of applying financial engineering and stochastic calculus, stochastic quantitative modelling, stochastic price processes and inferential statistics in an industrial setting. It is important to have excellent communication skills to successfully convey technical concepts to educated customers and it is also important to have a strong service attitude and process orientation, with an ability to work to tight deadlines. In addition, you are a entrepreneurial and networked minded individual with good coding skills in Matlab, VBA or other similar software packages. Finally, you enjoy innovation and change.