Quant Analyst (f/m/d), 80-100%

Alpiq

Alpiq

Olten
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Key information

  • Publication date:

    22 September 2022
  • Workload:

    100%
  • Contract:

    Unlimited employment
  • Language:

    English
  • Place of work:

    Olten

Alpiq Holding Ltd. is a Swiss energy company operating throughout Europe. Its activities include the generation and supply of electricity, energy trading, energy management, energy services as well as energy technology. Alpiq Ltd. is a subsidiary of Alpiq Holding Ltd. with headquarters in Olten.

We offer the exciting opportunity of joining the Quant team to support the optimal participation of Alpiq's portfolio in the European energy markets. The production assets managed in Alpiq's portfolio consist of different types, including flexible assets (like storage plants or batteries) and new renewable assets (like wind or photovoltaïc parks). The Quantitative Analysis team acts as an Alpiq-wide center of competence for the different trading units. It is responsible of developing and implementing the mathematical models and tools to simulate the energy market prices and underlyings as well as to optimize the assets, from long-term horizon down to intraday. It belongs to the Trading Division, which commercializes Alpiq's own power plant capacities and supply contracts, and trades with standardized as well as structured products. This role is to be based at our offices in Olten, Switzerland.

Your main responsibilities

  • Investigating and exploiting the different types of inputs, i.e., data of energy market prices and other market underlyings which influence the portfolio, filtering data by signal processing methods
  • Further developing models of price forward curves (PFC) as well as of stochastic processes of the portfolio inputs 
  • Implementing, calibrating and maintain our quantitative tools for efficient simulation of prices/underlyings and for optimization of assets 
  • Interfacing the quantitative tools to the company-wide systems for trading and risk controlling, automatizing operational processes
  • Ensuring smooth real-time operation of processes, robustness of tools, and infrastructure improvement 
  • Checking high output quality through regular benchmarking vs. market
  • Supporting trading units in their daily use of our tools

Your experience and qualifications

  • University Degree in engineering, mathematics, physics or similar
  • Ideally at least 3 years of experience as a desk quant
  • Excellent understanding of European energy markets, their underlying commodities and fundamentals 
  • Excellent analytical skills including good programming in Matlab/Python and databases 
  • Great communication and influencing skills
  • Fluent English required, French or German an advantage
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