Functietitel: Portfolio Quant (Structuring)

Functieomschrijving:
Intro Energy markets are extremely dynamic. Therefore, our professionals in the Trading and Analytics department trade 24 hours a day, 7 days a week to optimize portfolio returns and to mitigate market risks. Our focus is on maximizing the extrinsic value of our assets (power plants, long-term contracts, gas pipelines and storage facilities, etc.) with our asset-backed trading strategy. In addition, we maximize profits through origination (structured deals) and proprietary trading activities. Furthermore, we obtain access to the wholesale market for our company by sourcing long-term gas and coal contracts and by supplying electricity and gas to our B2B and B2C departments. Department The Structuring department is focused on valuating, hedging and optimizing complex deals (structured products/derivatives) that Structured Trading closes with counterparties and big B2B customers. The Portfolio Quant of Structuring works closely together with Originators and Structured Traders. The department is also involved in the development of new products and sourcing strategies for the customer portfolio and the Retail portfolio. Key tasks • Actively search for market opportunities and translate them, through quantitative hedging and optimization strategies, into success factors for the Structured Trading Portfolio and the sourcing policy. • Analyse and quantify market risks. Eg. Risk management and optimization of the Structured Trading Book. • Be the liaison between the Assets & Analytics division and: o Commercial departments such as Structured Trading/Origination/B2B, translating quantitative methods and techniques in a pragmatic and understandable way to be applied for commercial purposes; o Risk Management, acting in a convincing manner so as to get approval of models, techniques and the pricing policy; o IM/IT in what regards to processing complex products into reports and systems; o Finance/Business Control in what regards to providing transparency to the results and risks of complex products and derivatives in the Structured Trading Book. What do we expect of you? Qualifications, or working and intellectual level Strong academic background (MSc or PhD ) in Econometrics or any other quantitative discipline Knowledge, experience and skills in the specialist field • Sound knowledge of financial portfolio management, quantitative methods and techniques and econometric/mathematical models. • Relevant expertise in the field of complex energy contracts (structured products) and financial products (derivatives). • Sound knowledge of (systematic) energy trading and of the relevant (international) markets, market developments and market information. • Sound knowledge of physical energy assets (power plants, gas storage, etc) • Advanced knowledge of the following software applications (Eviews, Matlab, Excel, Gen) and good programing skills (VBA, Matlab, C++). • Good command of written and spoken English. General skills • Deciding and taking responsibility • Building team spirit • Communicating to specific groups • Creating, innovating and seeking change. • Relationship building at different levels • Good networking skills • Persuading and negotiating For more information about this position, please send an email to Felix Schlichter (FSchlichter (at) delta.nl) with your questions and phone number and we will call you back as soon as possible. Applications Please send your application (in English) along with your CV to Vacatures (at) delta.nl Place of work is Middelburg, NL

Minimumloon: 0

Uren per week: 40-40

abstractJV_invalidRequiredLanguages: EN-6

Job korte beschrijving: Bedrijfs- en organisatieanalisten

Land: Nederland

Regio: Overig Zeeland

Contractduur: Tijdelijk

Contract type: Voltijds

Verplicht onderwijs: Hoger onderwijs, ook universitair

Ervaring: Niet vereist

Bron van jobaanbieding:
UWV WERKbedrijf, Openbare diensten voor arbeidsvoorziening, Nederland

Rijbewijs: Nee

Salaris munt: EUR

Loontijdvak: Per maand

Salaris belastingen: Bruto