Senior Structured Quant

TL;DR

Senior Structured Quant: Developing risk models for pricing power and gas supply contracts, focusing on statistical pricing models and simulation processes in the electricity market. Focus on building complex applications with Python, option pricing theory, and time series analysis.

Location: Berlin, Kassel, London, or Manchester.

Company

SEFE is an international energy company ensuring the security of supply and driving the decarbonisation of its customers, with activities spanning the energy value chain.

What you will do

• Methodical development of risk models (Python) for pricing power and/or gas supply contracts.
• Develop strategic fit, value generation, and cost serve for pricing approaches and the hedging strategy.
• Maintain IT tools and processes for the pricing process.
• Coordinate and represent approaches to stakeholders.
• Calculate costs of power and/or gas for bespoke customer requests.

Requirements

• University degree in mathematics, statistics, economics, IT, or engineering.
• Relevant work experience in the energy market.
• Extensive experience developing statistical pricing models and simulation processes in the electricity market (preferred German power market), and optionally in the gas sector.
• Expertise in building complex applications with Python.
• Experience of option pricing theory and time series analysis.
• Fluent in English.

Nice to have

• Knowledge in databases and SQL, XML, JSON, unit testing, and build pipelines.

Culture & Benefits

• Flexible working hours with hybrid work options.
• Attractive compensation package.
• Appealing work environment in a central location.
• Team-oriented culture with open feedback.
• Company pension scheme.