Required: Portfolio Quant

We ARE Renewables is currently recruiting for a Portfolio Quant within the team of Asset Optimisation for one of our clients within the energy sector. The Portfolio Quant determines, in close cooperation with Trading and Shift Trading, optimal bidding and hedging strategies for the different markets based on the overall portfolio positions taking into account the uncertainty of demand, wind production and flexibility of the company’s power plants, with the aim of optimizing and capturing their extrinsic value. These responsibilities require a result-oriented quantitative professional with commercial affinity who can work under pressure to meet deadlines.

Your responsibilities:

Developing hedging and bidding strategies.
Handling large amounts of data.
Forecast and demand modeling.
Power plant portfolio optimisation.
Customer portfolio optimisation.

Your profile:

Sound knowledge of quantitative methods and techniques and econometric/mathematical models.
Experience in modelling and solving Mixed Integer Linear Problems is an advantage.
Affinity with energy trading and of the relevant (international) markets, market developments and market information.
Good programming skills and advanced knowledge of mathematical software. Preferably advanced knowledge of one of the following: Matlab, Python.
Knowledge of Azure cloud environment is an advantage.
Strong academic background (MSc or PhD) in a quantitative discipline (e.g. Econometrics, Engineering, Mathematics).
A background and/or experience in Operations Research is preferred.

Start date: ASAP
Location: The Netherlands (A mix of working from home and from the office is a possibility)
Hours per week: 40 hours
Employment type: Permanent