The Quantitative Methods team is responsible for defining and developing the methods that support valuation, risk quantification and optimisation decisions for all of commercial and risk-taking activities. The company's portfolio is global and spans a wide range of energy commodities and products.
The team's role as a competence centre in quantitative modelling is based on strong academic proficiencies, a clear understanding of commercial issues, and the ability to develop and implement effective solutions utilizing the latest technology.
As Team Lead you will:
- Develop state-of-the-art valuation and risk management models, support their roll-out, and provide guidance on model usage and interpretation of results
- Support the commercial and risk functions in their management of market, weather and credit risk by providing them with risk metrics, optimization tools, and analytical advice on complex hedging, valuation, and risk questions
- Contribute to origination of new business by providing analytical pricing support and tools
- Operationally support and enhance the companies valuation and risk management platform and related processes
- Understand front-to-end business processes and work effectively and collaboratively across all functions and levels of the organization to deliver solutions
- Support the companies digital roadmap by leveraging techniques like machine learning or technologies like cloud-computing to develop smart solutions for generating insights, supporting decision making, and enhancing risk analytics
- Lead a team of Quants on various projects
Required Skills:
- Advanced degree, preferably Ph.D., in a STEM discipline (science, technology, engineering, math), in finance/economics, or in a related field
- Proven track record of applying financial engineering/stochastic calculus/machine learning in a commercial setting
- Excellent understanding of risk methods such as VaR, Credit-VaR, etc. is a plus
- Familiarity with common numerical algorithms and optimization methods
- Commercially oriented individual with ability to communicate complex solutions
- Above-average coding skills (Python plus one other language)
- Interest in data science topics and new technologies
- Fluency in English (office language)
