Senior Pricing Quantitative Developer
Tasks
- Apply stochastic modelling and Monte Carlo simulation
- Assess model stability and sensitivity across market regimes
- Collaborate with Portfolio Management to reflect hedging logic
- Design quantitative pricing models for electricity products
- Develop quantitative pricing models for tailored customer contracts
- Document models for governance and auditability
- Integrate approved models into operational pricing tools
- Support independent model review and validation with Risk
- Validate pricing models using calibration techniques
Perks/Benefits
Skills/Tech-stack
Asset modelling | Calibration | Financial engineering | Forward Curves | MILP | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Optimization | Probability theory | Python | Scenario Analysis | Sensitivity Analysis | Stochastic Processes | Stochastic modelling
Education
N/A
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