In this role, you combine advanced modelling, data analytics and market expertise to shape hedging strategies, develop innovative energy products and support strategic decision-making at management level. You apply high-resolution stochastic and fundamental models to price energy products ranging from standard hedging instruments to structured derivatives such as PPAs, tolling agreements, swaps and options. You quantify market, shape and volume risks on deal, asset and portfolio level by combining market data analytics with meteorological modelling. You prepare ad-hoc analyses for management and the board and guide decision-makers with well-founded interpretations of assumptions, models, risks and results. You have strong experience in statistical analysis and the application of stochastic and fundamental models to evaluate risk/return profiles in energy or commodity markets.
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