Senior Quantitative Analyst Energy Market Ph.D

Senior Quantitative Analyst Energy Market Ph.D. Aufgaben

• Further development of valuation models for structured contracts for power and gas, including swing options
• Design and modelling of stochastic models for price modelling, including calibration using market and fundamental data
• Use 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
• Responsible for measuring risks and determining risk metrics and sensitivities for energy trading and risk management
• Validation of models using historical market and operational data and backtesting
• Optimisation of programming code to improve scalability and computational performance
• Close collaboration with Legal, Front Office and Risk Management

• PhD in Mathematics or Engineering
• Relevant professional experience in the energy or gas market
• An understanding of the behaviour of physical assets is an advantage (e.g. power stations)
• Knowledge of financial mathematics and expertise in deterministic and stochastic modelling, optimisation 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  or call us on . 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.: