We are seeking Quantitative Researchers/Analysts with a background in finance, economics, statistics, mathematics, physics, data science, or a related quantitative field to join our team. As a Quant, you will work closely with people of diverse technical backgrounds and play a vital role in building a high-performing pricing desk where efficient warehousing of risk plays a crucial role.

Key Responsibilities

Building a high-performing pricing desk requires a wide range of skills, and we are looking for (experienced) profiles that have the skills and ambitions to run a significant set of the task below:

• Portfolio risk management: Use state-of-the-art analytics to manage and report on our complex portfolio.
• Big-data analytics: Utilize advanced statistical and econometric methods to summarize spatial and time series correlations and dependency measures in vast amounts of electricity data.
• Model pricing library: Develop, structure, and maintain a python code base for pricing structured products and derivatives, based on your experience from the financial sector or energy markets.
• Operations and analytics in general: ensure that daily risk and price feeds are accurate and use best practices to control processes, data quality, and data management. Maintain energy market research on market news, prices, and regulatory trends.