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
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 control problems / Responsible for measuring risks and determining risk metrics and sensitivities for energy trading and risk management / Validation of models using historical market and operational data and backtesting / Optimisation of programming code to improve scalability and computational performance / Close collaboration with Legal, Front Office and Risk Management.
PhD in Mathematics or Engineering / Relevant professional experience in the energy or gas market / An understanding of the behaviour of physical assets is an advantage (e.g. power stations) / Knowledge of financial mathematics and expertise in deterministic and stochastic modelling, optimisation and Monte Carlo simulation methods / Knowledge of structured products and financial derivatives in the energy market / Programming skills in Java, Scala, C++, Python, SQL, VBA, etc. / Analytical mindset with attention to detail / Team-oriented and good communication skills / German and English.
Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential.
coni + partner ag
Ivano Coni
Managing Director
Klosbachstrasse 107
CH-8032 Zürich
Tel.: +41 44 254 90 10
