Leading European energy trading company needs a Senior Quantitative Analyst, and is open to non-commodity quants. Valuation and pricing of structured electricity contracts and other commodities such as gas, coal, freight, and emissions, as well as modelling continental energy markets.
Great opportunity to move into Commodities via the physicals -- experience which is almost impossible to get within banks. And yes, energy is regarded as physical trading compared to what the banks do.
If you want to move from, say, the volatile banking sector into the long-term stable growth of the commodities sector, this is a rare and excellent opportunity to do so while maintaining your existing seniority.
Key Requirements:
fluent German and English language skills
~3-4 years in any trading or related environment (eg energy trading, banking, consulting, etc)
quant-related university education (engineering, maths, physics, advanced economics)
very strong maths and numerical modelling skills
strong analytical and programming skills (eg MatLab)
strong financial engineering skills
expertise in Endur or comparable trading system
Main Tasks & Responsibilities:
Developing, implementing and maintaining models for:
Valuation and pricing of structured electricity contracts and other commodities
Risk management of electricity contracts and other commodities
Optimization of portfolios and assets
Analyzing, forecasting and modelling of prices and price-drivers,-structures and -curves on continental energy markets
Implementation of models and products in the trading system
Performing analysis based on specific needs and demands from Front Office (traders, portfolio managers and internal customers)
Cooperating with traders and portfolio managers with the explicit goal to promote profitable trading strategies and actions
Initiating, consulting and heading of analysis meetings and roundtables
Cooperation with other business units and participation in business projects
