Senior Structured Weather Strategist

Reporting to the Head of Weather & Agro department, you will take full responsibility for the pricing and trading of vanilla European weather and energy related commodity risks.

Responsibilities

Pricing and transacting vanilla weather and energy deals with clients; Continuously monitor the markets that clients reside in to identify risks and/or opportunities at the earliest possible point in time; Maintain close coordination with origination, trading and risk/portfolio management in Zurich and Houston; Take responsibility for maintaining an open, collaborative team environment, encouraging creativity and the development of new ideas; Apply technical knowledge to question existing models, pricing assumptions and deal execution processes

Requirements

Master’s degree or PhD with a quantitative focus on statistical analysis, financial mathematics, computer science, or natural science; 7+ years’ of relevant industry experience with background in quantitative finance; Knowledge of European energy markets and traded products; Strong understanding of statistical analysis fundamentals – distribution analysis, time series analysis etc.; Dealing positively with ambiguity and conflict in pressurised situations; Ability and willingness to undertake tasks outside of “core” responsibilities – self-starter

Nice to have

Computer programming skills, preferably in R / Python / C++, is a plus