A leading Energy Trading House in the Netherlands are looking Quant Analysts to join them. This company uses asset backed trading (power plants, long-term contracts, gas pipelines and storage facilities) to maximise its success, as well as providing electricity and gas to B2B clients. This means that they must use advanced quantitative analytics to ensure that their trading and methodology is of best practice.
As a Quant Analyst, you would quantify market developments using econometric and mathematical models, ensuring that the trading activities can forecast the ever-changing energy markets.
Responsibilities:
- Perform high quality analysis of market developments to identify any changes in demand.
- Develop pricing models using Python or Matlab, using Montecarlo techniques
- Develop asset hedging and asset optimisation models
- Use quantitative techniques to identify opportunities to target in the market
- Be a key point of contact for Structures and Originators
Requirements
- An advanced degree or equivalent in a mathematical, physics or econometric field
- Experience in developing pricing models using quantitative methods
- Advanced knowledge of energy trading and complex energy contracts
- Programming skills in Python or Matlab
- English speaking
