Structured Quant

TL;DR

Structured Quant: Methodical development of risk models for pricing power and gas supply contracts with an accent on statistical-mathematical and programming (ideally Python). Focus on strategic fit, value generation and cost serve for pricing approaches and the hedging strategy.

Location: Berlin, Kassel, London, Manchester

Company

SEFE, an international energy company, ensures the security of supply and drives the decarbonisation of its customers.

What you will do

• Methodical development of risk model (Python) for the pricing of power and/or gas supply contracts for sales
• Development of strategic fit, value generation and cost serve for pricing approaches and the hedging strategy
• Ensure that the product combinations are in line with pricing methodologies
• Maintaining the IT tools and processes for the pricing process
• Coordinating and representing approaches to stakeholders
• Calculating costs of power and/or gas for bespoke customer requests.

Requirements

• University degree in mathematics, statistics, economics, IT or engineering
• Relevant work experience in energy market
• Experience in developing statistical pricing models and simulation processes in energy markets (preferred power or gas)
• Experience in programming and development processes, preferred with Python
• Experience of option pricing theory and time series analysis
• Fluent in English

Nice to have

• Desirable knowledge in databases and SQL, XML, JSON, unit testing, and build pipelines
• Occasional willingness to travel

Culture & Benefits

• Flexible working hours with the option of hybrid working
• Attractive compensation package
• Appealing work environment in a central location
• Team-oriented environment with an open feedback culture
• Company restaurant with a healthy and varied selection of food
• 30 vacation days plus special leave