Would you like to make your next career step as Energy Scheduler & 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 Energy Scheduler & Quantitative Analyst!

The Energy Scheduler & Quantitative Analystposition is full-time and permanent, based in Thessaloniki! 

If you're the type of person we are looking for, then apply now!

Παροχές

The company offers the following benefits to the Energy Scheduler & Quantitative Analyst position:

• Competitive salary and benefits package upon qualifications
• Private medical insurance
• Private pension plan
• Monthly ticket restaurant, besides the salary package
• Specific educational package for every job role, financed by the company
• Monthly wellness allowance
• Employees’ discount program on company’s products (gas & electricity)
• Hybrid model of work
• Welcome pack with all the necessary IT equipment
• Multinational, friendly, and free of any kind of discrimination working environment
• Career growth opportunities upon performance appraisal

Κύριες αρμοδιότητες

As a Energy Scheduler & 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.)
• Perform front-desk for scheduling activities in gas & power (forecasting / trading / sourcing optimization / bidding / position keeping) at the day ahead and intraday stage
• Execute quantitative analysis in portfolio management, pricing and forecasting activities pertinent to the energy market (power, gas, oil, green certificates)
• Continuous reporting to the upper management
• Define the requirements, develop, test, review and enhance the calculation models for:

1. forecasting, hedging, portfolio optimization strategies in the energy sector
2. 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.)
3. machine learning, optimization-based models, historical simulation, Monte-Carlo simulation, bootstrapping, parametric modelling
4. price and volume scenario derivation to represent stochasticity (e.g. consumption scenarios, wind / solar production scenarios, power / gas price scenarios)
5. 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.)

Προσόντα

In order for your profile to match the Energy Scheduler & 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

Δεξιότητες

• 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

Εμπειρία

2+ years of experience in companies operating in the electricity and natural gas, banking 

Θέση εργασίας από Randstad