About this role
Design, configure and operate fundamental stack models and reduced modelling configurations across European markets, with a focus on mid/long-term horizonsDevelop and implement structural, weather and targeted sensitivity scenariosCalibrate, benchmark and quality-assure model inputs, assumptions and outputs, and drive improvements in model robustnessDeliver recurring core model outputs and improve automation, post-processing and reporting of model runsInterpret price, generation, capture, curtailment, storage, gas / CSS and network results and frame them in their commercial contextDevelop long-term modelling architecture and methodology, including benchmarking of detailed and reduced configurations and alternative modelling approachesSupport desk-focused forward analysis and maintain consistency and calibration between near-/mid-term market views and the long-term modelling frameworkWork closely with Long-Term Researchers to implement researched system-development assumptions in consistent model scenariosContribute to asset valuation, strategic analytics and longer-term scenario workCooperate closely with traders, gas analysts, Long-Term Researchers, Data Engineering and other relevant stakeholders At least 5 years of relevant experience in power-market analysis, fundamental modelling or cross-commodity analysis, ideally within the energy trading / commodities sectorPower-market fundamental stack-modelling experience, ideally including forward-horizon or scenario-based modellingBachelor’s degree in Finance, Economics, Engineering, Mathematics, or a related fieldStrong analytical and quantitative skills, including statistical / econometric analysis and model validationStrong understanding of European power-market dynamics across supply, demand, storage, fuel economics and transmission constraintsExcellent presentation and communication skillsAbility to explain complex modelling results clearly and translate analysis into commercially relevant viewsCoding skills in Python and SQL are an advantage