Energy Options Analyst - Trading Analyst

Energy Options Analyst - Trading Analyst

Vattenfall

Hamburg, Germany

For our office in Hamburg we are looking for an Energy Options Analyst | Trading Analyst (m/f/d) in the Trading Analysis & Algorithms department.

The Trading Analysis & Algorithms department within the Business Unit (BU) Trading works closely with the trading desks and takes the leading role in providing market insights, (fundamental and quantitative) analysis, and ultimately commercial decision support across all commodity areas.

Your main tasks and responsibilities as an Energy Options Analyst | Trading Analyst:

• Conduct commercially relevant, systematic analysis of prices, volatilities, and risk metrics to support traders and play an active role in developing proprietary energy options strategies across commodities (esp. gas, carbon, power, and oil), tenors, strikes, and structures;
• Keep track of the latest energy options market developments, identify and model key market drivers, patterns and regime shifts, develop price/volatility views and sensitivity analyses, and provide related communication and advice to traders through various communication channels;
• Play an active role in further developing energy options related analytics and trading tools/models together with traders, risk management, and supporting functions;
• Keep track of the latest research around (energy) options trading and provide related advise;
• Be part of the Trading Analysis & Algorithms department and contribute to its analysis output as well as the commercial success of BU Trading.

Qualifications

Our ideal Energy Options Analyst | Trading Analyst has the following qualifications and capabilities:

• Strong academic background with a Master’s degree or higher in computer science, statistics, mathematics, physics, financial engineering or other relevant quantitative subject;
• 2+ years’ professional experience in a market analysis or quantitative research role for (energy) options linked to the (proprietary) trading business at banks, hedge funds, energy companies or (algorithmic) trading firms with a proven track record;
• Experience in researching and implementing models for pricing and risk management of (energy) options, and ability to steer business-driven model development in the supporting functions;
• Additional experience in energy markets and/or with structured energy contracts advantageous;
• Strong quantitative and programming skills (ideally Python);
• Fluency in English (both written and spoken); German language skills advantageous but not required;
• Strong communication skills with the ability to communicate with various internal stakeholders and the willingness to share your knowledge;
• Result oriented, independent working method with high reliability, self-motivation, and readiness to take on responsibility;
• Proactive team player with strong eagerness to learn.