Randstad is looking for a Quantitative Analyst on behalf of ZeniΘ, the 1st provider of integrated energy in Greece, with natural gas and electricity!

If you:

✓ Have an exceptional academic background and you love working in the energy sector

✓ Have a dynamic, consistent and passionate personality

✓ Excel in quantitative modeling with a strong analytical mindset

✓ Want to develop your career by joining a leading company like ZeniΘ

Then this role as a Quantitative Analyst is what you are looking for!

Responsibilities

As a Quantitative Analyst, your responsibilities will be following:

• Quantitative analysis around portfolio and risk management activities pertinent to the energy market (power, gas, oil, green certificates).
• Produce performance KPIs on energy management activity, such as P/L or risk metrics like value at risk / VAR, conditional value at risk / CVAR, profit at risk / PAR, Variance, Cumulative Distribution Function / CDF, etc.
• Calculate exposure of the portfolio (delta hedging algorithm and other).
• Develop and use mathematical models for:
• the valuation of 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);
• Work with large datasets. Produce comprehensible data structures.
• Data engineering, construct data models.
• Communicate with local (Greece) and central (Italy) risk control function on the above items.
• Configure and optimize the utilization of internal software applications (Energy Trading and Risk Management / ETRM, BI, machine learning models, etc.).
• Continuous reporting.

Qualifications

In order for your profile to match the Quantitative Analyst position, you need to have:

• Bachelor’s or Diploma degree in Finance, Economics, Engineering, Mathematics, Statistics, Informatics, Physics, or related field with a focus on Quantitative Finance.
• 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
• Experience on power and gas markets will be appreciated.
• Skills in quantitative analysis, models and processes to support risk management activities (stochastic processes, econometric methods, optimization);
• Mastery of programming languages such as python/pyspark, matlab, optimization software (e.g. gams), vba or C# (.NET)
• Data visualization in BI tools is a must.
• Excellent command of the Greek and English language, both oral and written.
• Stochastic and deterministic programming (e.g., linear programming, mixed integer linear programming) is considered an asset.
• Machine learning algorithms is considered an asset.
• Knowledge of database structure languages, such as MySQL, is a plus.
• Experience on power and gas markets will be appreciated.
• Stochastic and deterministic programming (e.g., linear programming, mixed integer linear programming) is considered an asset.
• Machine learning algorithms is considered an asset.Knowledge of database structure languages, such as MySQL, is a plus.
• Experience on power and gas markets will be appreciated.

Experience

• At least 3 years of experience in similar position.

Skills

• 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

Benefits

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

Information

If this Quantitative Analyst role sounds appealing to you, we want to hear from you today! Apply online now!

For more information, you can contact Nastou Athanasia at 6951972241 or at anastou@randstad.gr

In case that your application advances to the next stage, you may be automatically invited to submit an on demand video interview, answering a few interview questions.

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.

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.