Senior Structured Weather Strategist – 29947
Zurich
Reporting to the Head of Weather & Agro department, you will take full responsibility for the pricing and trading of vanilla European weather and energy related commodity risks.
Senior Structured Weather Strategist – 29947
Reporting to the Head of Weather & Agro department, you will take full responsibility for the pricing and trading of vanilla European weather and energy related commodity risks.
Ref: 29947
- Location: Zurich
- Category: International - Non-Actuarial
- Type: Permanent
Overview
Key Responsibilities (including but not limited to):
- Pricing and transacting vanilla weather and energy deals with clients
- Continuously monitor the markets that clients reside in to identify risks and/or opportunities at the earliest possible point in time
- Maintain close coordination with origination, trading and risk/portfolio management in Zurich and Houston
- Take responsibility for maintaining an open, collaborative team environment, encouraging creativity and the development of new ideas
- Apply technical knowledge to question existing models, pricing assumptions and deal execution processes
Qualifications required:
- Master’s degree or PhD with a quantitative focus on statistical analysis, financial mathematics, computer science, or natural science
Experience required:
- 7+ years’ of relevant industry experience with background in quantitative finance
- Knowledge of European energy markets and traded products
- Computer programming skills, preferably in R / Python / C++, is a plus
- Strong understanding of statistical analysis fundamentals – distribution analysis, time series analysis etc.
- Dealing positively with ambiguity and conflict in pressurised situations
- Ability and willingness to undertake tasks outside of “core” responsibilities – self-starter