Quant Modeller

vor 5 Monaten


Schlieren, Schweiz Pexapark Vollzeit

**Quant Modeller / Energy Storage**
- Zurich_
- Full-Time_
- Quant_

**Why we exist. Our purpose.**

At Pexapark, we empower renewable energy players to thrive in post subsidy markets. Keeping renewable investments attractive is our contribution to a more sustainable world.

To date, only professional energy traders and utilities have built the sophistication to find answers to these questions. At Pexapark, we help our clients build up the capabilities, processes and systems to successfully navigate these challenges.

The journey began in August 2017, when energy traders Michael Waldner and Luca Pedretti, together with software entrepreneur Florian Müller, set out to do their share in shaping the renewable energy transition.

They began to build a complete solution for renewable energy investors and operators with tools that would support the entire process: identifying opportunities and pricing energy sales contracts, executing, monitoring and managing renewable energy revenues and risks, contracts and complex portfolios in post subsidy markets.

**The **R**ole**

As part of the Quantitative Methodology team, you will tackle a diverse array of modelling and optimisation challenges aimed at assisting Pexapark’s clients in addressing a wide spectrum of investment topics, ranging from asset and complex hedging valuation to optimal portfolio allocation. You will report directly to the Head of Quantitative Methodology.

How will you help?
- Develop advanced modelling techniques necessary to support electrical energy storage and flexibility valuations
- Integration of valuation algorithms and new simulation models into Pexapark’s quant engine
- Contribute towards the integration of our software products by exposing quant capabilities across platforms, using state-of-the-art cloud technologies
- Liaison with Pexapark’s quant engineering team to drive integration/connectivity between the quant engine and Pexapark’s software products

What you’ll bring:

- Familiarity with (sub-) hourly price forward models and optimisation techniques on time-series energy/power data sets
- Experience with energy storage modelling in at least 1 European energy market (preferably GB & DE)
- A good understanding of the different energy storage markets in Europe and as a plus, some understanding of the US
- Experience in numerical programming languages (e.g. Python, Matlab, Julia)
- Familiarity with SQL and data modelling
- A good sense of humour

**How we work**

At Pexapark, we have our own way of doing things. The secret sauce that makes up Pexapark’s culture is made up of six ingredients:

- **Be an entrepreneur** **- We have a bias to action
- **Deliver “WOW”** **- What we do, we do well
- **Put the customer interest first** **- We help our customers succeed
- **Be accountable** - Everyone at Pexapark is responsible for success “If it is to be, it is up to me”
- **Systemic and data-driven** **- We evaluate our decisions for biases and overcome them through data and reflected processes
- **Be **h**umble** - We admit when we’re wrong and don’t blame each other

**We **O**ffer**
- The opportunity to join a state-of-the-art software and services company to support the proliferation of renewable energy across the globe
- A cool scale-up culture made up of an internationally diverse team of renewable energy experts and seasoned professionals
- A highly flexible environment with hybrid working possibilities
- Options for equity participation in our company
- Opportunity to travel to company and industry events
- The opportunity to substantially influence major decisions in the energy sector, supporting the transition to net-zero
- Company bonus scheme


  • Quantitative Modeller

    vor 3 Monaten


    Schlieren, Schweiz Pexapark Vollzeit

    **Quantitative Modeller**: Location: Zürich OR London Employment Type: Full-Time Workplace Type: Hybrid **About Pexapark** The journey began in August 2017, when energy traders Michael Waldner and Luca Pedretti, together with software entrepreneur Florian Müller, set out to do their share in shaping the renewable energy transition. - Our Purpose_ - We...