Senior Quantitative Analyst Power & Gas Pricing
Tasks
- Analyze value of physical assets with techno economic parameters
- Apply valuation methods
- Backtest models with historical market and operational data
- Calibrate models with market data
- Develop energy valuation models
- Develop stochastic models for power and gas prices
- Support trading and risk management with ad hoc calculations
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C++ | Cash Flow | Deterministic Modeling | Discounted cash flow | Dynamic Programming | Financial derivatives | Java | Least Squares Monte Carlo | Least-squares) | Monte Carlo | Monte Carlo Simulation | Optimization | Python | SQL | Scala | Stochastic Dynamic Programming | Stochastic Modeling | Structured products | VBA
Education
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