My Client is a leading supplier of electricity, heating, gas and energy services in Germany. They engage in the full supply chain of energy from generation right through to the sale and distribution.
They are looking for an excellent candidate tio join the trading and asset management arm of the larger group.
As a new addition to this successful team you will join the Front Office Gas trading operation in Manheim, Germany and assist with the pricing and valuation of their assets.
This will include gas portfolio optimization, gas storage valuation and evaluation in gas purchase contracts. Implementation of fast stochastic optimization and hedging tools for gas storage and cogeneration power plants. Implementation of a German gas storage portfolio model to value the Clients strategy including renewables. And the development of trading strategies for front office traders and running ad-hoc market analyses for Front Office.
To be successful in your application you must have:
* 3-5 years experience working in the Energy/Commodities Market in the Quantitative space
* 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 MATLAB & VBA (additional languages will be a plus)
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 email@example.com