Quantitative Analyst
Smartest Energy
- London
- Permanent
- Full-time
- Contribute to implementation and maintenance of models to price and manage risk associated with SELs PPA and I&C contracts, over the short, medium and long term, in particular shape cost and risk;
- Contribute to implementation and maintenance of models to price and optimise flexible assets (batteries, gas plants etc);
- Deliver quantitative analysis to support the development, implementation, and continual review of hedging strategies to manage volume and shape risk;
- Ad-hoc analysis for teams supporting Portfolio Optimisation & Pricing
- Contribute to deployment and maintenance of models in a quantitative library, adhering to existing framework and coding standards;
- Ensure availability and regular calibration of operational models, which are used by the wider Portfolio Optimisation team.
- Solid experience of quantitative modelling in an energy trading environment, ideally with experience in short-term power markets;
- Graduate in a quantitative discipline (e.g. mathematics, science, engineering, etc.);
- Proven track record of software development in a commercial environment;
- Experience of working with large data sets;
- Substantial expertise in Python programming language plus third-party libraries including numpy, scipy, pandas and scikit-learn is essential.
- The opportunity to work from anywhere in the world for up to 30 days a year;
- A genuine commitment to smarter working - we recognise your work/life balance matters;
- Paid time off to volunteer in your community;
- Excellent benefits package including private medical insurance/dental cover and 10% non-contributory pension from month three;