About this role
<p><span style="font-size:9.0pt"><span><span style="font-family:Verdana, sans-serif">We are very excited to be recruiting for this newly created vacancy, which is part of our transformation journey in trading. You will report directly to our Head of Quantitative Analysis and play an important role in the development of our analytics framework. This job is located in Lausanne, Switzerland, relocation support will be provided. </span></span></span></p> <h2><span style="font-size:9.0pt"><span><span style="font-family:Verdana, sans-serif"><b>Deine Aufgaben</b></span></span></span></h2> <ul> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Develop models for valuation and optimisation of generation assets (mainly hydro power plants) and structured products</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Work with Structuring, Trading, Risk and related functions</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Contribute to the development of the new pricing library</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Support and maintenance of existing tools and processes</span></span></li> </ul> <p> </p> <h2><span style="font-family:Verdana, sans-serif"><span style="font-size:12.0px"><b>Dein Profil</b></span></span></h2> <ul> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">University degree, preferably PhD, in Electrical Engineering, mathematics, physics or similar</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Expertise in power markets and knowledge of physical assets</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Experience with (stochastic) optimization methods</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Financial derivatives knowledge (financial mathematics)</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Strong development skills (Python, Matlab, and ideally .NET (C#/F#) or Rust)</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Good communication skills, ability to influence and work with the front office</span></span></li> <li><span style="font-size:11.0pt"><span style="font-family:Calibri, sans-serif">Proficient in English, additional languages a plus</span></span></li> </ul> <p> </p>