QUOTE

You will model complex risk in a trading environment with tight feedback cycles, making the path from model to trading decision very short.

BUT ENOUGH ABOUT US… OVER TO YOU!

As we operate in a complex and ever-changing environment, we picture you as someone curious and willing to continuously grow. As you will work with many different employees, from traders to quantitative analysts and software developers, we are looking for someone with great communication and collaboration skills.

We also imagine that you:

• hold a MSc or PhD (or are about to graduate) in a quantitative field, for instance mathematics-economics, financial engineering or mathematics
• have experience with modelling and pricing real and/or financial options
• have a deep understanding of modelling methods used for pricing and risk management of vanilla and exotic options, including stochastic and local volatility methods
• have a minimum of two years of programming experience in a relevant language such as Python
• are proficient in English – both written and spoken

Please note that prior knowledge of the energy industry is not required for this role.

• developing models for pricing and risk-managing exotic options, such as gas storage contracts, swing options, vanilla options and transmission capacities
• maintaining and calibrating models to market signals
• building strategies for hedging and trading our structured gas portfolio in collaboration with the traders
• ensuring high reliability in automated systems for model calibration and deliver