Quant Structurer – Netherlands – Competitive Salary, Excellent Commercial Exposure!

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

Responsibilities in this role includes 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.

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!