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Head of quantitative analytics – power markets

Genf
Festanstellung
talisman
EUR 140’000 pro Jahr
Inserat online seit: 11 Februar
Beschreibung

Overview

We are seeking a Head of Quantitative Analytics to build and lead a high‑impact quantitative function supporting power trading, origination, and risk across European electricity markets. This role sits at the intersection of trading, data science, and technology, owning the analytical framework that underpins pricing, forecasting, portfolio optimization, and strategy.

The successful candidate will be a hands‑on leader with deep experience in European power markets, capable of scaling models, mentoring quants, and partnering directly with senior traders and commercial leadership.


Key Responsibilities

* Build, lead, and scale a quantitative analytics team supporting power trading and commercial strategy
* Define the firm’s quantitative roadmap across forecasting, pricing, and portfolio analytics
* Act as a senior thought partner to trading, origination, and risk leadership


Power Market Analytics

* Develop and oversee models for:
o Power price forecasting (short-, medium-, and long-term)
o Fundamental supply/demand modeling (load, renewables, fuel, interconnectors)
o Volatility, congestion, and spread analysis
* Partner closely with traders to improve:
o Signal generation and strategy development
o Portfolio optimization and asset valuation
o P&L attribution and risk decomposition
* Own analytics architecture, data pipelines, and model governance
* Ensure models are production‑ready, scalable, and robust
* Collaborate with engineering teams on tooling, infrastructure, and performance


Required Experience & Skills

* 10+ years experience in quantitative analytics within power or energy markets
* Strong understanding of European power market fundamentals (e.g. Germany, France, Nordics, Italy, UK)
* Proven leadership experience managing senior quants and data scientists
* Advanced quantitative background (statistics, applied mathematics, physics, engineering, or similar)
* Strong programming capability (Python essential; R / C++ / Julia a plus)
* Experience working directly with front‑office trading desks
* Deep knowledge of power derivatives, structured products, and risk metrics
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