Senior Quantitative Analyst

Lausanne - 80-100% | Unbefristet

We are very excited to be recruiting for this newly created vacancy, which is part of our transformation journey in trading. You will report directly to our Head of Quantitative Analysis and play an important role in the development of our analytics framework. This job is located in Lausanne, Switzerland, relocation support will be provided.

• Develop models for valuation and optimisation of generation assets (mainly hydro power plants) and structured products
• Work with Structuring, Trading, Risk and related functions
• Contribute to the development of the new pricing library
• Support and maintenance of existing tools and processes

• University degree, preferably PhD, in Electrical Engineering, mathematics, physics or similar
• Expertise in power markets and knowledge of physical assets
• Experience with (stochastic) optimization methods
• Financial derivatives knowledge (financial mathematics)
• Strong development skills (Python, Matlab, and ideally .NET (C#/F#) or Rust)
• Good communication skills, ability to influence and work with the front office
• Proficient in English, additional languages a plus

• Wettbewerbsfähiges Gehaltspaket
• Marktorientiertes Gehalt
• Weiterbildungs- und Entwicklungsmöglichkeiten
• Vielfältige Möglichkeiten zur beruflichen Weiterentwicklung
• Flexible Arbeitsmodelle
• Verschiedene flexible Arbeitsmodelle