Senior Quantitative Modeller/Developer - Stochastic Simulations in Power Markets
Core
Lead the design, development, calibration, and validation of stochastic simulation models for power, gas, and commodity markets to support market analysis, valuation, and optimization.
Role type
Senior IC quantitative modeller/developer (stochastic simulations)
Builds
Production-grade software and modelling frameworks for European energy markets
Domain
Energy markets (power, gas, LNG) + Quantitative Finance
Deliverable
production ML models
Required skills
Stochastic simulation modelling, Multi-factor stochastic processes, Python programming, Model calibration and validation, European power market knowledge, Derivatives and risk analysis, Statistical techniques, Software engineering best practices
Preferred skills
Multi-commodity modelling (renewables, carbon), Option pricing and risk analytics, Economic scenario generators, Machine learning integration, Quantitative research to production implementation, Mentoring
Technologies
Python