Ph3Senior Quantitative Analyst Energy Market Ph.D. /h3 h3Aufgaben /h3 ul liFurther development of valuation models for structured contracts for power and gas, including swing options /li liDesign and modelling of stochastic models for price modelling, including calibration using market and fundamental data /li liUse of algorithms for stochastic dynamic programming for decision‑making under uncertainty, as well as the Least Squares Monte Carlo (LSMC) simulation method to solve optimal stochastic control problems /li liResponsible for measuring risks and determining risk metrics and sensitivities for energy trading and risk management /li liValidation of models using historical market and operational data and backtesting /li liOptimisation of programming code to improve scalability and computational performance /li liClose collaboration with Legal, Front Office and Risk Management /li /ul h3Qualifikation /h3 ul liPhD in Mathematics or Engineering /li liRelevant professional experience in the energy or gas market /li liAn understanding of the behaviour of physical assets is an advantage (e.g. power stations) /li liKnowledge of financial mathematics and expertise in deterministic and stochastic modelling, optimisation and Monte‑Carlo simulation methods /li liKnowledge of structured products and financial derivatives in the energy market /li liProgramming skills in Java, Scala, C++, Python, SQL, VBA, etc. /li liAnalytical mindset with attention to detail /li liTeam‑oriented and good communication skills /li liGerman and English /li /ul pPlease send us your documents for an initial contact by e‑mail to or call us on. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential. /p pconi + partner ag /p pIvano Coni /p pManaging Director /p pKlosbachstrasse 107 /p pCH-8032 Zürich /p pTel.: /p /p #J-18808-Ljbffr