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A global energy company is searching for an experienced Power Quantitative Structurer to join its Commercial Analytics team. This newly created positions collaborates with the origination, trading, finance, and risk teams to provide quantitative and structuring / valuations support to its growing power and emissions origination & trading business. Key responsibilities:
Educational and professional requirements include a Master’s or PhD in a quantitative field (mathematics, engineering, physics, statistics, etc.); 5-10 years’ professional experience in a front-office quantitative role (required) and ideally with prior experience pricing and structuring complex transactions (exotic options, bespoke structures) or experience with model development and back testing at an energy trading firm; strong understanding of embedded optionality and drivers; strong familiarity with common energy transactions including physical electricity contracts, financial energy transactions, swaps, variable-volume offtake agreements (i.e. wind and solar), load agreements, FTRs, and both exchange and bilateral trade types; experience with machine learning (a plus); and experience with coding (Python/R) is required. Submit resumes to firstname.lastname@example.org.