Senior Quantitative Analyst

We are excited to recruit for this newly created role as part of our trading transformation journey. Reporting to the Head of Quantitative Model Development, you will play a key role in building and enhancing our analytics framework. This position offers an excellent opportunity for an experienced professional to apply best practices and make a meaningful impact. At the same time, we welcome motivated junior candidates who are eager to grow and develop within our team. The role is based in Lausanne or Olten, Switzerland. Relocation support will be provided.

Your accountabilities

• Develop and enhance advanced optimization and valuation models for physical assets (e.g., CCGTs, coal plants) and structured energy products (e.g., gas storage, swing contracts).
• Implement and improve stochastic dynamic programming approaches for optimal dispatch and valuation (e.g., Least Squares Monte Carlo for flexible assets).
• Calibrate models using market and fu...