Senior Quantitative Analyst Power & Gas Pricing
coni + 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.
Our 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
Senior Quantitative Analyst Power & Gas Pricing
Aufgaben
Further developing of energy valuation models for models involving physical assets and structured energy / Analysing 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) / Apply 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 / Development of stochastic models for power and gas price as well as for market and price trends / Calibrating 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 / Supporting for trading and risk management through ad hoc calculations and collaborate with different stakeholders.
Qualifikation
Ph.D. in Mathematics or Engineering / Relevant professional experience in the power or gas market / An understanding of the behaviour of physical assets and knowledge of financial derivatives and structured products / Knowledge of financial mathematics and expertise in optimization, deterministic and stochastic modeling, and Monte Carlo simulation methods / Knowledge of structured products and financial derivatives in the energy market / Programming skills in Java, Scala, C++, Python, SQL, VBA, etc./ Analytical mindset with attention to detail / Team-oriented and good communication skills / German and English.
Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential.
coni + partner ag
Ivano Coni
Managing Director
Klosbachstrasse 107
CH-8032 Zürich
Tel.: +41 44 254 90 10