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Senior quantitative analyst

Lausanne
Alpiq
Inserat online seit: 10 Juni
Beschreibung

PpWe are excited to recruit for this newly created role as part of our trading transformation journey. Reporting to the Head of Quantitative Model Development, you will play a key role in building and enhancing our analytics framework. This position offers an excellent opportunity for an experienced professional to apply best practices and make a meaningful impact. At the same time, we welcome motivated junior candidates who are eager to grow and develop within our team. The role is based in Lausanne or Olten, Switzerland. Relocation support will be provided. /ph3Your accountabilities /h3ulliDevelop and enhance advanced optimization and valuation models for physical assets (e.g., CCGTs, coal plants) and structured energy products (e.g., gas storage, swing contracts). /liliImplement and improve stochastic dynamic programming approaches for optimal dispatch and valuation (e.g., Least Squares Monte Carlo for flexible assets). /liliCalibrate models using market and fundamental data. /liliGenerate risk metrics and sensitivities to support Trading and Risk functions /liliBack-test models using historical market and operational data. /liliDesign and implement stochastic models for power and gas prices. /liliImprove scalability and numerical performance of valuation frameworks (e.g., parallelization, vectorization, efficient numerical methods). /liliCollaborate closely with Structuring, Trading, Risk, and other stakeholders to translate market dynamics into quantitative solutions. /li /ulh3Your profile /h3ulliUniversity degree (preferably PhD) in Mathematics, Physics, Electrical Engineering, or a related quantitative field. /liliRelevant experience in power and/or gas markets, with understanding of physical asset behaviour (flexible depending on seniority level). /liliStrong background in deterministic and stochastic modelling, optimization, and Monte Carlo simulation methods (experience with LSMC is a plus). /liliKnowledge of financial derivatives and structured products. /liliStrong programming skills in Python, plus at least one additional language (e.g., C#, F#, C++, Java, Scala). /liliStrong communication skills and ability to collaborate effectively with front office and cross‑functional teams. /liliFluent in English; additional languages are a plus. /liliWillingness to relocate to Lausanne or Olten, Switzerland. /li /ul /p #J-18808-Ljbffr

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