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Senior Quantitative Analyst(m/w/x)
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
- English – Business Fluent
Tools & Technologies
- Python
- Matlab
- F#
- SQL
- Oracle
Benefits
Other Benefits
- Relocation support
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Senior Quantitative Analyst(m/w/x)
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
- English – Business Fluent
Tools & Technologies
- Python
- Matlab
- F#
- SQL
- Oracle
Benefits
Other Benefits
- Relocation support
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
Alpiq AG
Industry
Other
Description
Das Unternehmen verantwortet das Management nuklearer Beteiligungen und sichert die Leistungsfähigkeit der Assets.
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