In this role, your primary responsibility will be to develop, calibrate and maintain our models for pricing exotic options. You will be part of raising the bar for how we manage complex risk in our structured gas portfolio, and you will get to see your models being used for decision-making in a portfolio of significant size. You will work closely with our structured traders, quantitative analysts and software developers.Your responsibilities include:
developing models for pricing and risk-managing exotic options, such as gas storage contracts, swing options, vanilla options and transmission capacities maintaining and calibrating models to market signals building strategies for hedging and trading our structured gas portfolio in collaboration with the traders ensuring high reliability in automated systems for model calibration and deliverydeveloping models for pricing and risk-managing exotic options, such as gas storage contracts, swing options, vanilla options and transmission capacitiesmaintaining and calibrating models to market signalsbuilding strategies for hedging and trading our structured gas portfolio in collaboration with the tradersensuring high reliability in automated systems for model calibration and delivery
You will join the Gas Modelling & Data team, where we ensure that the gas traders and portfolio managers always have the best information available to make the right decisions. Working primarily in Python, we build...