Quantitative Analyst - BFS/Infrastructure

Quantitative Analyst

General Description :

The Energy Quant Analyst shall be responsible to develop and validate models to estimate power demand, generation and nodal prices. The analyst shall work directly with the trader to apply engineering techniques to optimize portfolio construction. It will be expected of the analyst to familiarize with the energy markets and apply innovative quantitative techniques. The analyst shall also work with the risk management team to measure, analyze and manage the risk in the power trading business.

Tasks :

- Work with the nodal trading team to develop, manage and extend quantitative models for nodal power markets

- Perform statistical analysis of electricity nodal market price and demand data.

- Building statistical load/generation models using Time Series and Regression-based techniques

- Applying financial engineering techniques/ models for improving and optimizing portfolio construction.

- Developing metrics to measure market attributes and publishing reports to quantify the market behavior

- Data Mining techniques to hunt for signals in semi-structured data sets.

Skills and Requirements :

- Bachelors in Financial Engineering or Statistics

- Experience in developing, maintaining and supporting analytical libraries and pricing models.

- Good knowledge of programming in Python and SQL databases

- Knowledge of principles of statistics and finance.

- Knowledge about optimization and statistical learning models.

- Commercial motivation to understand the Energy Markets.

- Entrepreneurial spirit and ability to get things done under pressure.

- Desire to work in a team-oriented culture