Senior Quantitative Analyst

Senior Quantitative Analyst

Alpiq Group

Lausanne, Switzerland

Your profile

• University degree, preferably PhD, in Electrical Engineering, mathematics, physics or similar
• Expertise in power markets and knowledge of physical assets
• Experience with (stochastic) optimization methods
• Financial derivatives knowledge (financial mathematics)
• Strong development skills (Python, Matlab, and ideally .NET (C#/F#) or Rust)
• Good communication skills, ability to influence and work with the front office
• Proficient in English, additional languages a plus

Your main responsibilities

• Develop models for valuation and optimisation of generation assets (mainly hydro power plants) and structured products
• Work with Structuring, Trading, Risk and related functions
• Contribute to the development of the new pricing library
• Support and maintenance of existing tools and processes

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