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Senior quant analyst

Lausanne
Alpiq
Inserat online seit: 10 Juni
Beschreibung

PpWe are excited to expand our Quantitative Analysis team with a bSenior Quantitative Analyst /b 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. /p h3Your accountabilities /h3 ul liAnalyze diverse market data sources to understand price behaviour, volatility patterns, and correlation structures /li liConstruct and calibrate term structure models and price forward curves for different energy commodities, with a focus on European power and gas markets /li liDevelop and enhance stochastic scenario generation models for valuation and risk assessment /li liPerform back‑testing, stress testing, and scenario analysis to assess model robustness and market sensitivities /li liProvide quantitative insights, tools, and analysis to support trading desks in daily decision‑making /li liMaintain and improve existing quantitative tools, libraries, and processes /li liDocument methodologies, assumptions, and model behaviour in line with governance standards /li /ul h3Your profile /h3 ul liDegree in quantitative fields such as Mathematics, Physics, Engineering, Computer Science, or Finance /li liStrong foundation in derivatives pricing theory, including stochastic calculus, and numerical methods /li liExperience with term structure models, forward curve construction, and calibration techniques /li li5+ years of experience and solid knowledge of European power and gas markets /li liStrong programming skills, with the ability to write clean and efficient code (Python, Matlab, F#, or similar) /li liKnowledge of relational database design, SQL and Oracle /li liGood communication skills and the ability to collaborate with front office and other business functions /li /ul /p #J-18808-Ljbffr

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