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ALAlpiq AG

Senior Quantitative Analyst(m/w/x)

Olten, Lausanne
Full-timeOn-siteSenior

Constructing and calibrating term structure models for energy commodities, with stochastic scenario generation for valuation. 5+ years in European power and gas markets required. Relocation support provided.

Requirements

  • Degree in quantitative fields (Mathematics, Physics, Engineering, Computer Science, Finance)
  • Strong foundation in derivatives pricing theory (stochastic calculus, numerical methods)
  • Experience with term structure models, forward curve construction, calibration techniques
  • 5+ years experience in European power and gas markets
  • Strong programming skills (Python, Matlab, F#, or similar)
  • Knowledge of relational database design, SQL, Oracle
  • Good communication and collaboration skills

Tasks

  • Analyze market data for price behavior, volatility, and correlations
  • Construct and calibrate term structure models for energy commodities
  • Develop stochastic scenario generation models for valuation and risk
  • Perform back-testing, stress testing, and scenario analysis
  • Provide quantitative insights and tools to support trading desks
  • Maintain and improve quantitative tools and processes
  • Document methodologies, assumptions, and model behavior

Work Experience

  • 5 years

Education

  • Bachelor's degree

Languages

  • EnglishBusiness Fluent

Tools & Technologies

  • Python
  • Matlab
  • F#
  • SQL
  • Oracle

Benefits

Other Benefits

  • Relocation support
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