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Branch Manager at Ciel HR
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Quantitative Analyst - Power Demand/Generation/Nodal Prices (4-5 yrs)
The Quant Analyst shall be responsible for development and validation of models to estimate power demand, generation, and nodal prices. The analyst shall work directly with the traders to apply engineering techniques to optimize portfolio construction. It will be expected of the analysts to familiarize themselves 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 our 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 market behavior
- Data Mining techniques to hunt for signals in semi-structured data sets.
Skills and Requirements:
- Bachelor's in Financial Engineering, Mathematics, Applied Mathematics, Operations Research, Electrical Engineering, CS, Industrial 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 probability in Finance.
- Knowledge about optimization techniques and statistical learning methods.
- 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.
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