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Would you like to make your next career step as Quantitative Analyst? Are you willing to be member of the 1st provider of integrated energy in Greece?
Randstad, on behalf of Ζenith, is looking for an experienced Quantitative Analyst!
The Quantitative Analyst position is full-time and permanent.
If you're the type of person we are looking for, then apply now!
The company offers the following benefits to the Quantitative Analyst position:
- Attractive remuneration package
- Monthly meal tickets
- Private medical insurance
- Fresh & friendly work environment
- Enrichment of technical skills with new technology stack
- Working in the 1st provider of integrated energy in Greece, with natural gas and electricity (!!!)
- Further career opportunities
As a Quantitative Analyst, your responsibilities will be following:
- Coordinate and execute the quantitative analysis for the development, maintenance and enhancement of the models used in portfolio management, pricing and forecasting activities pertinent to the energy market (power, gas, oil, green certificates)
- Work with large datasets. Produce comprehensible data structures
- Configure and optimize the utilization of internal software applications (Energy Trading and Risk Management / ETRM, BI, machine learning models, etc.)
- Continuous reporting to the upper management
- Define the requirements, develop, test, review and enhance the calculation models for:
- forecasting, hedging, portfolio optimization strategies in the energy sector
- pricing / costing activities including the valuation of the risks associated with the purchase or sale of commodities (price risk, volume risk, shaping risk, proxy hedging risk, etc.)
- machine learning, optimization-based models, historical simulation, Monte-Carlo simulation, bootstrapping, parametric modelling
- price and volume scenario derivation to represent stochasticity (e.g. consumption scenarios, wind / solar production scenarios, power / gas price scenarios)
- risk metric calculation for the energy portfolio (e.g., value at risk / VAR, conditional value at risk / CVAR, profit at risk / PAR, Variance, Cumulative Distribution Function / CDF, etc.)
In order for your profile to match the Quantitative Analyst position, you need to have:
- Experience in quantitative analysis, models and processes to support risk management activities (stochastic processes, econometric methods, optimization) and in the functional areas portfolio management and pricing
- Experience with programming languages such as Python/PySpark, Matlab, optimization software (e.g. GAMS), VBA, C# (.NET)
- Experience with scenario generation (e.g. ARIMA models), scenario reduction techniques
- Familiarity with stochastic and deterministic programming (e.g., linear programming, mixed integer linear programming)
- Familiarity with machine learning algorithms
- Data visualization / BI tools skills will be considered an asset
- Knowledge of database structure languages, such as MySQL, is a plus
- Bachelor’s or Diploma degree in Mathematics, Finance, Economics, Statistics, Engineering, Informatics, Physics, or related field with a focus on Statistics or Quantitative Finance
- Master’s or PhD degree in Data / Quantitative Analysis, Risk Management, Economics or related field will be highly appreciated
- Excellent analytical and problem solving skills
- Ability to work under high pressure
- Results oriented and self-motivated
- Attention to details
- Strong time management, project management and priorities management skills
- Command of the Greek and English language, both oral and written
3+ years of experience in companies operating in the electricity and natural gas, banking or financial sectors
In case you want to discuss further details regarding the Quantitative Analyst position, feel free to reach Michalis Isaakidis at 6952361070 for further details!
Please note that for transparency and equity reasons, only those applications made online via our site will be assessed. After the screening of all the CVs received, we will only contact the candidates who meet the requirements of the job to arrange an interview. All applications are considered strictly confidential.
