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Senior Quant Analyst
We are excited to expand our Quantitative Analysis team with a Senior Quantitative Analyst who will play a key role in shaping our next-generation pricing and risk analytics. This newly created position reports directly to the Head of Price Modelling and Risk Drivers and offers significant influence over our quantitative framework and modelling strategy. The ideal candidate combines deep quantitative expertise with strong coding skills and a passion for solving real-world market problems. The role is based in Olten or Lausanne, with relocation support provided.
Your accountabilities
1. Analyze diverse market data sources to understand price behaviour, volatility patterns, and correlation structures
2. Construct and calibrate term structure models and price forward curves for different energy commodities, with a focus on European power and gas markets
3. Develop and enhance stochastic scenario generation models for valuation and risk assessment
4. Perform back-testing, stress testing, and scenario analysis to assess model robustness and market sensitivities
5. Provide quantitative insights, tools, and analysis to support trading desks in daily decision-making
6. Maintain and improve existing quantitative tools, libraries, and processes
7. Document methodologies, assumptions, and model behaviour in line with governance standard
Your profile
8. Degree in quantitative fields such as Mathematics, Physics, Engineering, Computer Science, or Finance
9. Strong foundation in derivatives pricing theory, including stochastic calculus, and numerical methods
10. Experience with term structure models, forward curve construction, and calibration techniques
11. 5+ years of experience and solid knowledge of European power and gas markets
12. Strong programming skills, with the ability to write clean and efficient code (Python, Matlab, F#, or similar)
13. Knowledge of relational database design, SQL and Oracle
14. Good communication skills and the ability to collaborate with front office and other business functions
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