Quantitative Analyst Rotterdam • Eneco

You will contribute to the commercial success of Eneco’s trading desk by performing best-in-class quantitative modelling related to option valuation, hedging and related risk quantification. You will be maintaining and constantly improving our existing models, tools, frameworks and also building new ones. Your will work closely with other Quantitative Trading Analysts and with our traders.

• You will have direct impact on trading decisions and strategies and work closely with our traders. This can include both discretionary and systematic trading strategies.
• You will work on topics related to option valuation and hedging.
• You will be involved in other related quantitative modelling topics such as forward curves, Monte Carlo simulation engines, quantifying market risk of our trading portfolio, and others.
• You will use “classical” financial mathematics methods, but also explore machine learning techniques.
• Quantitative software development will be an important part of your work. We develop, review and test our quantitative tools. You will gain experience in all stages of software development and be a driver in using modern tools, such as Azure DevOps, DataBricks, AirFlow, Snowflake, and others.
• You will automate different models and drive the automation trading processes.

You bring:

• A degree (MSc or PhD) in a quantitative field (financial mathematics, financial engineering, econometrics, statistics, machine learning or other).
• At least 3+ years of relevant experience.
• Knowledge of quantitative finance is a must.
• Proven experience in analyzing data and building quantitative models.
• Excellent programming skills and knowledge about modern code deployment techniques. Python is the main language of development.
• Experience in the energy markets is welcome.
• Pro-activeness in exploring new trade ideas and improving existing models and processes.
• Your approach is analytical but also hands-on and pragmatic.
• The ability to stay focused in a fast-moving environment where priorities shift with the market.

You’ll join the Trading Analysis Team. This a front-desk analytical team which works alongside traders on our trading desk, which is responsible for trading carbon, gas, and power from day-ahead up to several years ahead, using futures, options and other derivatives. The team provides the analytical backbone of the desk.