Senior Energy Quant

coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is an international company in the energy sector based in the greater Zurich area. We are looking for an energy quant (m, f, d) as

Senior Energy Quant

Aufgaben

• Further development of valuation models for structured contracts for power and gas, including swing options.
• Design and modelling of stochastic models for price modelling, including calibration using market and fundamental data.
• Use of algorithms for stochastic dynamic programming for decision‑making under uncertainty, as well as the Least Squares Monte Carlo (LSMC) simulation method to solve optimal stochastic cont...