Quantitative Analyst

Position: Quantitative Analyst

Location: Berlin, Germany

Language: Professional German minimum

Our client is one of Germany's largest power producers supplying energy to millions of households & companies all across Germany. They are currently looking for a Master / PhD grad with a background in Math, Computer Science or Engineering with strong interest in quantitative analsysis for the European Energy markets.

Their ideal match:

• Completed education in physics, mathematics, computer science, engineering, or economics (master, diploma, or PhD level)
• Very strong quantitative and analytical skills as well as deep understanding of stochastic calculus, optimization methods, and data science techniques
• Experience in quantitative modeling and pricing of commodity options and PPA products is advantageous
• Advanced expertise in object-oriented programming (ideally in Python)
• Experience in modern cloud IT stacks (e.g. Gitlab CICD, Docker, Kubernetes, AWS) is advantageous
• Team player with excellent communication and problem-solving skills
• Proactive entrepreneurial attitude, strong orientation on results with a commercial mindset, and ability to work independently and under time pressure
• Very good command of written and spoken English, knowledge of additional languages is a plus

Your tasks:

• Quantitative analysis of the European energy market and its price drivers
• Provision of quantitative view on market dynamics to traders (e.g. through volatilities, sensitivities and correlations)
• Development and application of mathematical models and tools used for commercial decision making in the realm of product pricing and hedging, position management and market analytics
• Refactoring of existing framework for dispatch optimization across all relevant time frames from day-ahead until 3 years ahead in close cooperation with IT
• Analysis, calibration and improvement of quantitative models required for options trading and green power business
• Close cooperation and development of efficient working relationships with traders, peer analysts, as well as colleagues from risk management and other departments to ensure optimal information flow and decision making

What they can offer:

• With flexible working hours and models, a regulation for mobile work, and a pleasant working atmosphere.
• 30-days of vacation
• Diverse training opportunities and personal development chances
• Attractive social benefits, such as company pension schemes, health offers
• In-house employee restaurant, bike leasing program, and other employee benefits