Quantitative Analyst (R, C#, Matlab, SQL)

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
6 months
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
01.04.2015
Land:
flag_no Schweiz
Projekt-ID:
877849

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Our client, an international market leader, is looking to expand its operations in Zurich and is looking for skilled quantitative analyst to work as part of their trading team.

Your Responsibilities:

  • Developing/maintaining valuation models to realistically project market prices, assets (hydro/gas power plants/storage facilities) and derivative products
  • Development of forecasting models to support trading decisions
  • Development of systematic trading strategies
  • Internal company consulting for quantitative questions (eg transfer pricing or checking of valuation models in collaboration with Risk)
  • Research for the further development of models and methods
  • Documentation of models and methods as well as support with their use in other user groups

Your Profile:

  • University qualification in Maths, Physics, Computer Science (or similar)
  • Several years experience in European energy markets (experience in trading is an advantage)
  • Experience in the development of quantitative valuation and forecast models for the energy sector is advantageous
  • Programming experience (R, C# or Matlab) and knowledge of databases (SQL)
  • Good knowledge of statistics and probability theory
  • Fluent in English, knowledge of German is a plus

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.