Description

In this role, you will lead a team focused on algorithmic portfolio management while collaborating with various departments to enhance hedging strategies. Your day-to-day responsibilities will include analyzing market trends, optimizing trading performance, and developing pricing methodologies.

Requirements

• •Degree in mathematics, physical sciences, or comparable field
• •At least three years of professional experience in energy trading, risk management, or developing hedging strategies with own PnL responsibility
• •Hands-on experience in statistical analysis and applying stochastic and fundamental models to assess risk/return metrics
• •Expertise in assessing risks and creating hedging strategies
• •Proficiency in extracting and manipulating data from various sources
• •Excellent English communication skills in an international environment
• •German language skills considered an asset

Tasks

• •Build and lead a Quantitative Team for algorithmic-based portfolio management
• •Collaborate with Originators to structure positions and manage exposure
• •Assess various hedging scenarios using instruments like Power Purchase Agreements (PPAs)
• •Enhance algorithmic trade execution of hedges with other departments
• •Evaluate new products to mitigate exposure based on market conditions
• •Develop and implement a central PPA pricing methodology and tool
• •Analyze trends in electricity markets and monitor long-term price movements
• •Formulate the market outlook to inform hedging strategies
• •Utilize quantitative techniques to optimize energy trading portfolio performance
• •Evaluate and analyze various hedging products and their pricing
• •Establish key performance indicators (KPIs) for hedging performance
• •Set up automated position reporting processes

Tools & Technologies

Benefits