A leading Multi Utility company is seeking a Quantitative Structurer to join its growing Portfolio Analytics team in the Netherlands.

As a Quantitative Structurer your responsibilities will include portfolio optimization, valuation of purchase contracts. Implementation of fast stochastic optimization and hedging tools for the companies assets and the development of trading strategies for front office traders.

Along with other members of the team you will be responsible for maximising the extrinsic value of the groups assets through structured deals and prop trading activities whilst taking full responsibility for P&L. As a structuring quant you will develop pricing models to hedge and price structured products. Together with the groups originators you will structure deals and design term sheets for asset backed products.

If you have been working in the energy markets as a structurer and you have strong quantitative skills then this might be the right opportunity for you.

The successful candidate will have:

• 5 years plus experience working in Energy Markets
• Good commercial business exposure
• Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc., or experience equivalent with this.
• Experience with Monte Carlo (pricing, risk), stochastic calculus, volatility and probability in finance and Econometric modeling.
• Advanced programming skills – Matlab is essential

This is a great opportunity to work in a unique Front Office setup and gain exposure to different areas of the business. If you are interested in this position then APPLY NOW!