Job advertisement

We do not only endeavour to satisfy our customers, but also our close to 93,500 employees in over 30 countries. Because they make us what we are: one of the world’s largest investor-owned power and gas companies. Discover the opportunities E.ON offers. E.ON Energy Trading SE has been launched to take advantage of the opportunities available in the developing European markets. Striving to become the best and most exciting integrated energy trading business in Europe, we offer a fast-paced working environment with a culture of openness and high performance. With arguably the best portfolio of assets in Europe, E.ON offers an attractive business strategy, varied roles and competitive packages. Your energy shapes the future.

This role will be based in Düsseldorf. Our department "Modelling & Pricing" is searching for a

Senior Quant Analyst (m/f)

Responsibilities

  • Development and maintenance of forward curve models for power, gas, oil, coal, on different markets
  • Implementation and calibration of stochastic spot and forward price models
  • Development of valuation models for multi-commodity derivatives and real options in energy markets such as virtual power plants, swing contracts, storage, transportation rights
  • Parameterization and back-testing of quantitative models using inferential statistics and time series analysis
  • Work closely with Front, Mid and Back Office to develop valuation, hedging, and optimization concepts, continuously seeking new opportunities
  • Ensure prompt service and a close relationship to Front Office and other teams by providing modelling and analysis competence

Qualifications

  • University degree in natural sciences or engineering
  • Three years experience in energy markets (power, gas, emissions
  • Proven track record of applying financial engineering and stochastic calculus, stochastic quantitative modelling, stochastic price processes and inferential statistics in an industrial setting
  • Excellent communication skills to successfully convey technical concepts to educated customers
  • Strong service attitude and process orientation, with an ability to work to tight deadlines
  • Entrepreneurial, networked minded individua
  • Good coding skills in Matlab, VBA or other similar software packages
  • Enjoys innovation and change

General conditions



EET is an equal opportunities employer. Please note all applications and CV’s must be in English. Certificates, degrees etc. may be submitted in the original language.

Application

Are you interested?

Please apply using this link:

Online-Application

Deadline:  October 10th, 2010

Media number EET-0609-1730

Have a look at our website:
www.eon.com

Your energy shapes the future
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