My Client is the energy trading arm of one of the worlds largest power and gas companies. They are looking to bring onboard a skilled hybrid Structuring Quantitative Analyst whilst facilitating with the optimisation of the Group’s broad and diverse power and gas portfolio.
This is a unique opportunity for someone with the right Quantitative skills and extensive Front Office experience to get stuck into a role providing extensive exposure to the business.
The role of is based in Germany and reporting to the Head of Pricing & Structured Products.
The successful candidate will be responsible for:
-Analysing market statistics
-Developing mathematical models
-Valuation and pricing
-Working on portfolio optimisation
-Evaluating PnL of assets and their optimization
The ideal candidate MUST have experience working closely with traders in a front office trading environment as well as experience working on structuring and portfolio optimization.
* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.
* Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.
* Proficient in VBA. Additional languages will be a benefit.
If you are interested in this position and believe that you have these skills call me now on 02078031700 to discuss the role further. Or email me at firstname.lastname@example.org