Ppconi + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates. /p pOur client is the asset management division of an international bank in Zurich. We are searching for a tax specialist (m, f, d) for the fund business as /p pbSenior Quantitative Analyst Power Gas Pricing /b /p h3Aufgaben /h3 ul liFurther developing of energy valuation models for models involving physical assets and structured energy /li liAnalysing the value of physical assets with techno-economic parameters (power plants, lifespans, costs) and structured energy products such as tracker certificates, barrier reverse convertibles (BRCs), knock-out warrants, (swing) contracts (e.g. price volatility, volume constraints) /li liApply key valuation methods, such as static time value curves, stochastic models, Least Squares Monte Carlo simulations, Monte Carlo simulations, stochastic dynamic programming (SDP) or the discounted cash flow (DCF) method /li liDevelopment of stochastic models for power and gas price as well as for market and price trends /li liCalibrating models using market and fundamental data to bridge the gap between theoretical mathematics and real-world forecasts and pricing, as well as backtesting of models using historical market and operational data /li liSupporting for trading and risk management through ad hoc calculations and collaborate with different stakeholders /li /ul h3Qualifikation /h3 ul liPh.D. in Mathematics or Engineering /li liRelevant professional experience in the power or gas market /li liAn understanding of the behaviour of physical assets and knowledge of financial derivatives and structured products /li liKnowledge of financial mathematics and expertise in optimization, deterministic and stochastic modeling, 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 /p #J-18808-Ljbffr