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Senior Quantitative Analyst

Our ambition is clear: to be the number 1 in the everchanging world of energy & gas. You’re on par for the role of Senior Quantitative Analyst in Den Bosch.  
 

We will tackle this challenge together 
As a Senior Quantitative Analyst, you’ll be part of our Retail Energy Management (REM) department: the business unit within Essent that manages the market risks associated with operating in the energy market on behalf of the customer facing business segments. REM is responsible for purchasing the power, gas and green certificates that Essent supplies to its customers across Europe, managing wholesale market risks, providing accurate input costs for the products sold by the business segments, and managing industry data/processes. REM has operational teams in all core markets of Essent and is organized according to an international functional steering structure.

 

Structuring and Analytics
Structuring and Analytics (SnA) is the quant team within REM. SnA is responsible for the quantitative modelling and several data science related projects. The activities can be summarized as follows:

 

  • modelling market risks like balancing and demand variation, shape risks, etc
  • modelling and optimizing the use of our assets like storage and flexible contracts
  • develop and model hedge strategies
  • algo pricing and algo trading
  • valuation of hedges (weather, shape, flex)
  • valuation and structuring deals with large customers
  • commercial analytics for both pricing and hedging
  • building a state-of-the-art IT infrastructure to accommodate our models.
  • international knowledge sharing and cooperation

 

SnA facilitates the commercial teams by providing advice and challenging the commercial decisions, using decent models when possible and quick ad hoc support when needed.
Next to that, we are modernizing our modelling infrastructure. We have moved our data to the cloud, moved from Matlab to Python, and are deploying models using cloud technologies. We drive innovations within REM in this area.
 
We are looking for a candidate who has:

 

  • at least 5 years of experience in a relevant context
  • strong commercial sense and interest in energy markets
  • attitude to advise and challenge commercial decision makers
  • affinity in the area of:
    • financial risk modelling
    • data science
    • data engineering

 

Skills and knowledge:

 

  • relevant mathematical and financial techniques
  • programming skills in python and SQL
  • basic software development skills (git, unit testing)
  • AWS (Redshift, Aurora, Lambda, API Gateay, Step functions)

 
Education:

 

  • MSc in domain of Mathematics, Data Science and/or Financial Modelling

 
What's in it for you?
You’ll be joining an organization that affords you freedom to experiment and in which taking risks is rewarded. In terms of salary, opportunities and personal growth. What can you expect from us?

 

  • A job in a successful and leading European energy company that’s always on the move. 
  • A salary matching your level of education and work experience, between € 5.454 and € 7.790 gross per month based on 40 hours per week, excluding holiday allowance, 
  • 30 holiday days and and an attractive bonus opportunity.
  • At Essent, we aim for a high degree of effectiveness and the House-in-Order LEAN method has been integrated throughout the entire organization.
  • An inspiring office environment and top-notch location in Den Bosch! And as our office is a mere 850 meters from Den Bosch central station, travelling by public transport is a great option. Particularly when travelling with the NS Business Card which we will issue you. Prefer your own car? In that case you will of course receive a kilometer allowance.
  • A wide range of development and career growth opportunities.
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Welkom bij Innogy

Vragen? Neem contact op met:

Ian van der Enden (Recruitment Business Partner)

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