Development, enhancement and deployment of quantitative valuation, hedging and risk models
Analysis and processing of fundamental market data (e.g., weather, grid and demand information)
Generation of forecasts for prices, load and volatilities using statistical methods and machine learning for signal generation in proprietary trading and for use in optimization models
Development of proprietary trading strategies for short-term and forward markets in close collaboration with the front office
Optimization and commercialization of generation assets and flexibilities, and contribution to new business areas such as BESS (Battery Energy Storage System) commercialization and algorithmic trading
Development of IT solutions and automations to improve efficiency, and continuous integration of new scientific approaches into trading models
Requirements
Master's degree in Mathematics, Physics, Engineering, or a related field
Strong analytical and mathematical skills, particularly in econometrics, optimization, statistics and stochastic processes
Several years of professional experience in portfolio management, quantitative analysis, or in the energy trading/banking sector
Solid knowledge of quantitative modeling, simulation and optimization of complex systems, as well as strong programming skills (especially Python) and experience with databases
High level of initiative, teamwork and resilience, quick comprehension, and excellent English skills.
Benefits
Attractive compensation according to the collective agreement (TV-V) up to pay grade 13
39-hour workweek, 30 days of vacation, 13th month salary
Flexible working hours and up to 80% remote work
Pension plan, supplementary health insurance, fitness and wellness offerings
Development opportunities in a stable, future-oriented company
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