Senior Quantitative Analyst Power & Gas Pricing

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Our client is the asset management division of an international bank in Zurich. We are searching for a tax specialist (m, f, d) for the fund business as

Senior Quantitative Analyst Power & Gas Pricing

Aufgaben

• Further developing of energy valuation models for models involving physical assets and structured energy
• Analysing the value of physical assets with techno-economic parameters (power plants, lifespans, costs) and structured energy products such as tracker certificates, barrier reverse convertibles (BRCs), knock-out warrants, (swing) contracts (e.g. price volatility, volume constraints) <...