Head of Quantitative Methods
immediately
Full-time, Unlimited
Head of Quantitative Methods
Your responsibilities
- Quantitative Methods is globally responsible for developing and implementing the analytics and models for valuation, risk quantification, and trading optimization at Uniper. As a center of excellence, Quantitative Methods teams strive to be at the cutting edge of quantitative modelling, continuously developing skills, competences, sharing experience and knowledge across teams. The role covers commercial and risk-taking activities within Uniper’s North America portfolio, with focus in Power & Gas, structured products and bespoke contracts, among other things:
- Ensure appropriateness of valuations used for transactions, particularly for structured deals.
- Oversee validity of models and marking methodologies for curves and volatility surfaces.
- Support implementation of new risk systems and methodologies.
- Maintain Gas storage models, and periodic calibration of risk metrics.
- Champion consistency of valuation methodologies and processes to be aligned with Uniper’s HQ.
- Partner with local business and risk management and be a Subject matter expert for quantitative questions, and other quantitative matters.
- Maintain a strong commercial focus through close contact with our internal stakeholders.
- This is a single-contributor position, with potential opportunities to develop the team regionally.
Your profile
- PhD/Master’s with background in Mathematics, Physics, or a related field has given you a solid skillset in mathematical and statistical methods and the ability to creatively solve quantitative problems.
- Proven track record of delivering quantitative financial models in a commercial setting. Ideally with experience pricing structured energy transactions.
- Ability to develop internal pricing methodology by enhancing existing platform as well as integrating external platforms.
- Experience in implementing quantitative models in programming language such as C#, Python, VBA, Matlab, R or equivalent. Proficiency in SQL required.
- Close teamwork in a diverse, multicultural environment motivates you. Uniper embraces diversity, equity and inclusion in the workplace.
- You enjoy engaging with different business stakeholders to ensure the commercial value of your analytics, and you can communicate complex quantitative and technical content succinctly.
- Ability to communicate with senior stakeholders, as well as ability to be present complex concepts in simple terms.
- Individual must have the ability to work and communicate in a collaborative way with various departments in the organization.
- Ability to communicate and defend pricing methodology in a group setting.
Job ID:
87013
Do you have any questions?
If you have any questions, please feel free to contact us by e-mail and we will get back to you:
career@uniper.energyPlease note: Unfortunately, we cannot consider applications by e-mail for data protection reasons. We would therefore like to ask you to apply exclusively here via our career page. The process is very simple and only takes a few minutes.
As long as our positions are online here on the career page, the application process is not yet complete and the positions are still vacant.
We look forward to receiving your application!
Your Uniper Talent Acquisition Team
Living diversity, fairness and inclusion (DEI) at Uniper
As an employer, Uniper is committed to diversity and equal opportunities. That's why we encourage applications from suitably qualified and suitable people regardless of gender, origin, disability, age, religion, ideology, sexual identity or marital status. We embrace inclusion and support flexible working.
What makes Uniper stand out as an employer
With a mix of digital and analog learning formats and topic-specific communities, we promote your personal and profossional development and lifelong learning.
Further education
Experienced specialists and managers are happy to support you in strengthening your skills and advancing your career development.
Coachings and Mentoring
Performance discussions, 360-degree feedback and employee surveys will help you and the company move forward, strengthen our collaboration and give you room to contribute your ideas.
Open feedback culture
Safety and well-being are our top priorities. That's why we offer you regular free preventive medical checkups as well as a variety of learning impulses on occupational safety, health and well-being, and support programs.
Health care
With our online exercise courses, sponsorship of your participation costs in central sports events and a large sports community, we offer you a healthy working environment.
Sport and Fitness
You can enjoy a wide range of healthy and balanced meals in our canteen. In addition, you can participate in nutrition programs.
Healthy nutrition
We take care of you and offer you a wide range of coverage beyond the legal requirements with our company pension plan, accident insurance, company health insurance and continued salary payments in the event of illness.
Insurance and coverage
We pay capital-forming benefits and offer you a wide range of financial benefits through our corporate benefits program
Financial benefits
We support you in balancing your private and professional life through flexible working time models, job sharing, sabbaticals and extensive offers in the area of child care and nursing.
Work Life Balance
We provide you with free parking spaces.
Free parking spaces
We are Uniper
At Uniper, we are pro-actively transforming the world of energy and at the same time securing the supply of energy. As a company operating internationally, we work in very diverse teams and offer our employees as much flexibility as is possible. Equity, mutual appreciation and respect are the core of our corporate culture. At our company you will have the opportunity to shape new technologies, work on solutions for a modern and future-oriented energy supply and actively design change processes.
Application process
Online application
Have you found a suitable job posting? Then you can apply online right here. The application process is very simple and only takes a few minutes. Once we have received your application successfully, you will receive confirmation by e-mail immediately afterwards.
