Senior Quantitative Analyst
Commodities Trading
Switzerland
Our client is a leading energy trading firm specializing in electricity, gas, and oil markets. They leverage quantitative models to optimize trading and risk management.
They are seeking a Senior Quantitative Analyst with a PhD (preferred) and extensive commodities trading experience. This role focuses on developing VaR models, analyzing KPIs, and optimizing risk strategies. Strong Python programming skills and deep market understanding are essential.
Key Responsibilities
- Develop and refine risk models, including VaR calculations.
- Analyze energy market structures to enhance strategies.
- Work with trading and risk teams to improve model performance.
- Implement quantitative models and algorithms in Python.
- Assess KPIs and valuation methodologies.
Key Requirements
- Degree in Mathematics, Statistics, Finance, or related field. PhD preferred.
- Several years of experience in a commodities trading firm.
- Expertise in VaR modelling and risk assessment.
- Strong Python programming skills.
- Deep understanding of energy markets and pricing structures.
- Ability to collaborate with trading and risk teams.
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