Model Validation Quantitative Analyst

Vor 6 Tagen


Genf, Genf, Schweiz Pangea Vollzeit

Location: Geneva, Switzerland

Sector: Energy & Renewables

Salary: 130,000.00 CHF to 160,000.00 CHF per annum

We are seeking a skilled Model Validation Quant to join a top-tier energy trading firm in Switzerland. This role will focus on validating, implementing, and enhancing commodity pricing and front office models, ensuring their robustness and effectiveness for trading and risk management purposes. The successful candidate will work closely with traders, risk managers, and other quants to support model users and enhance volatility tools.

Key Responsibilities
  1. Model Validation & Implementation:
    • Validate and implement commodity pricing and risk models, ensuring accuracy and alignment with market conditions.
    • Develop and enhance methodologies for pricing complex energy derivatives and structured products.
    • Work with front-office and risk teams to ensure models are fit for purpose.
  2. Volatility Tools & Risk Analytics:
    • Develop and improve volatility modelling tools for commodities.
    • Enhance model calibration techniques and assess their impact on risk measures.
    • Work with traders and risk teams to refine and stress-test market volatility assumptions.
  3. Model Governance & Documentation:
    • Ensure models adhere to regulatory and internal governance requirements.
    • Maintain thorough documentation of model development, validation processes, and assumptions.
    • Present findings to senior management and model risk committees.
  4. Support & Collaboration:
    • Assist model users in understanding and applying models effectively.
    • Provide quantitative expertise to trading, risk, and IT teams on model-related issues.
    • Work on continuous model performance monitoring and improvements.
Key Requirements
  1. Advanced degree (MSc/PhD) in Mathematics, Quantitative Finance, Physics, or a related field.
  2. Strong experience in model validation, quantitative modelling, or risk analytics within energy/commodity markets.
  3. Proficiency in stochastic calculus, numerical methods, and derivatives pricing.
  4. Solid programming skills in Python, C++, or similar languages for model implementation.
  5. Experience with Monte Carlo methods, PDE solvers, and statistical modelling.
  6. Knowledge of energy trading and commodity market structures.
  7. Strong communication skills to interact with traders, risk teams, and senior stakeholders.
#J-18808-Ljbffr
  • Quantitative Analyst

    Vor 6 Tagen


    Genf, Genf, Schweiz Pangea Vollzeit

    Pangea is seeking a highly skilled Quantitative Analyst to join its team in Geneva, Switzerland.The ideal candidate will have strong experience in model validation, quantitative modelling, or risk analytics within energy/commodity markets.This role focuses on validating, implementing, and enhancing commodity pricing and front office models to ensure their...


  • Genf, Genf, Schweiz Skybound Vollzeit

    Quantitative Analysis RoleWe are looking for a highly skilled Quantitative Analyst to join our team at Skybound. The successful candidate will be responsible for leading the company's global LNG modeling capabilities, including developing a comprehensive gas supply and demand (SnD) model.This involves integrating results into a European Gas SnD, creating...


  • Genf, Genf, Schweiz Pangea Vollzeit

    We are seeking a seasoned Quantitative Analyst to lead our efforts in model validation and risk management within the energy trading segment.The ideal candidate will possess a deep understanding of commodity pricing and front office models, as well as strong analytical and problem-solving skills.Key AccountabilitiesModel Validation & Governance:Develop and...


  • Genf, Genf, Schweiz Cititec Talent Vollzeit

    Cititec Talent is working with a leading energy trading firm that specializes in electricity, gas, and oil markets.The firm develops advanced quantitative models and trading systems to provide valuable insights and manage risks.About the JobThis senior role involves developing, refining, and implementing quantitative models and trading systems, emphasizing...


  • Genf, Genf, Schweiz Cititec Talent Vollzeit

    Get AI-powered advice on this job and more exclusive features.Direct message the job poster from Cititec TalentExpert in Quant Technology Recruitment | Building High-Performing Teams in the Commodities IndustrySenior Quantitative DeveloperCommodities TradingOur client is a leading energy trading firm specializing in electricity, gas, and oil markets. They...


  • Genf, Genf, Schweiz MKS PAMP Vollzeit

    MISSIONThe mission of the Quantitative Developer / Analyst is to apply quantitative methods and develop software solutions that support trading and risk management. You will also leverage advanced computational techniques to analyze large datasets, identify patterns, and predict market movements. Your work will directly contribute to optimizing our...


  • Genf, Genf, Schweiz NP Group Vollzeit

    About the JobThe NP Group seeks a seasoned Quantitative Analyst Specialist to support our Trading Desks. The successful candidate will maintain and build Front Office Trading/Analysis tools, develop Trading Tools, and collaborate with various departments.Key SkillsExperience with C++, ML/AI and SQL.Passion for Interest Rate markets and analytics.Strong...

  • Data Analyst

    Vor 2 Tagen


    Genf, Genf, Schweiz NZZone Vollzeit

    Lead Squarepoint's global LNG modeling capabilities including:Develop a global gas SnD including details gas/power balances for key countries.Integrate results into a European Gas SnD.Include standardized scenarios and create inputs for ad-hoc scenarios.Monitor skill of Global Gas SnD against realized inventories.Monitor model input to ensure that model...


  • Genf, Genf, Schweiz Cititec Talent Vollzeit

    Cititec Talent presents an exciting opportunity for a Quantitative Developer to join a leading energy trading firm.The firm operates at the forefront of electricity, gas, and oil markets, leveraging cutting-edge quantitative models and trading systems.About the OpportunityThis senior role emphasizes building, refining, and deploying quantitative models and...


  • Genf, Genf, Schweiz Pangea Vollzeit

    Pangea's Energy Trading and Risk Management team is looking for an experienced professional to fill the role of Quantitative Analyst.The selected candidate will work closely with traders, risk managers, and other quants to support model users and enhance volatility tools.ResponsibilitiesModel Development & Validation:Develop and validate commodity pricing...

  • Quantitative Analyst

    Vor 3 Tagen


    Genf, Genf, Schweiz Garda Capital Partners Sárl Vollzeit

    As a Macroeconometric Analyst at Garda Capital Partners (GCP), you will play a critical role in developing and implementing forecasting models to analyze and predict market-relevant macroeconomic variables. Your expertise in econometrics will enable us to make informed decisions for trading strategies.We are looking for an individual with a strong background...


  • Genf, Genf, Schweiz NP Group Vollzeit

    **Job Description:**We are seeking a highly skilled Quantitative Analyst to join our team at NP Group.The successful candidate will be responsible for providing day-to-day support to our Trading Desks, working closely with Interest Rate and FX Traders to understand Risk/PnL, discuss and develop Trading Tools (Excel, Python), and utilize/enhance the existing...


  • Genf, Genf, Schweiz Pangea Vollzeit

    Pangea seeks a talented Quantitative Analyst to join its Energy Trading and Risk Management team in Geneva, Switzerland.The successful candidate will work closely with traders, risk managers, and other quants to develop and validate commodity pricing and risk models.ResponsibilitiesModel Development & Calibration:Develop and calibrate commodity pricing and...


  • Genf, Genf, Schweiz Terminal Investment Limited Vollzeit

    Role OverviewWe are seeking a Senior Analyst – Financial Planning & Investment Analysis to join our team at Terminal Investment Limited.This role will be a key contributor to the Group's consolidated financial forecast model and will be responsible for efficient preparation and analysis of the Group's long-term financial forecasts at the portfolio...


  • Genf, Genf, Schweiz NP Group Vollzeit

    Senior Quant Developer – Fund Management | GenevaSalary negotiable plus package & BonusAre you a highly skilled Quant Developer looking to work on cutting-edge financial technology in a fast-paced asset management environment?OverviewJoin a specialist Front Office applications team at a leading fund management firm in Geneva, working on a proprietary...


  • Genf, Genf, Schweiz NP Group Vollzeit

    Job DescriptionWe are seeking a highly skilled Quantitative Developer to join our specialist Front Office applications team at NP Group in Geneva. As a Senior Quant Developer, you will be at the forefront of building and optimizing the risk and trading analytics infrastructure using C++ and Python.The ideal candidate will have 5-10 years of experience in...

  • Junior Accountant

    Vor 2 Tagen


    Genf, Genf, Schweiz Skybound Vollzeit

    Lead Squarepoint's global LNG modeling capabilities including:Develop a global gas SnD including details gas / power balances for key countries.Integrate results into a European Gas SnD.Include standardized scenarios and create inputs for ad-hoc scenario.Monitor skill of Global Gas SnD against realized inventories.Monitor model input to ensure that model...


  • Genf, Genf, Schweiz Cititec Talent Vollzeit

    Our client is a leading energy trading firm specializing in electricity, gas, and oil markets.The company develops cutting-edge quantitative models and trading systems to drive market insights and risk management.About the RoleThis position focuses on building, optimizing, and scaling quantitative models and trading systems, with a strong emphasis on...


  • Genf, Genf, Schweiz Cititec Talent Vollzeit

    Join Cititec Talent's client, a leader in the energy trading sector, specializing in electricity, gas, and oil markets.This prominent firm has developed innovative quantitative models and trading systems to drive market insights and manage risks.About the PositionThis key role involves creating, refining, and implementing quantitative models and trading...


  • Genf, Genf, Schweiz NP Group Vollzeit

    OverviewLeading Global Investment Manager experiencing significant business growth and has created a new opportunity for a Desk Quant/Strat.Supporting the Trading Desks, you will work alongside Interest Rate and FX Traders, helping them understand Risk/PnL, discussing and developing Trading Tools (Excel, Python) and using/enhancing the existing analytics...