Responsibilities
- Model Development: Design and implement quantitative models for pricing, risk assessment, and trading strategies specific to energy markets, including derivatives and structured products.
- Loss control : Provide loss control framework and monitoring how to prevent losses caused by economic factors or hazards. Implementing principles driving effective loss control, such as risk avoidance, loss prevention or business/product diversification.
- Data Analysis: Analyze large datasets to extract actionable insights related to market trends, price forecasts, and risk management.
- Simulation and Forecasting: Utilize simulation tools to perform power system simulations and conduct forecasting analyses related to energy prices and credit loss.
- Collaboration: Work closely with traders, risk managers, and other stakeholders to ensure alignment on trading strategies and risk management practices.
- Client Interaction: Engage with clients to understand their needs, provide insights on market conditions, and validate models and pricing structures.
- Regulatory Compliance: Ensure that all trading activities comply with relevant regulations and internal policies.
- Technical Development: Write and maintain high-quality code for financial applications, primarily using programming languages such as Python and Java.
- Continuous Improvement: Proactively seek opportunities to enhance existing financial models and systems, adapting to changing market conditions.