Senior Structuring Analyst
Posted on Dec 9, 2018 by Vattenfall
You will be working in the Operational Unit Operations (OU). OU Operations is responsible for providing Analysis, IT, Energy Trading and Risk Management and Project Management support to the Vattenfall Assets and Trading Division - the mission is to enable business. OU Operations is consisting of highly skilled employees with backgrounds ranging from mathematics, engineering, economics, IT to project management. Your job as a Senior Structuring Analyst:• Development of valuation models and the pricing of structured contracts such as o Gas swing and storage deal o Renewable energy power purchase agreements (PPAs)• Developing and maintaining of commodity price simulation models• Supporting front office departments such as Origination and Trading. In particular o by advising on structures and determining the fair value for a given deal o by performing hands on operational tasks such as pricing deals • Determining the value of physical assets with real optionality - such as power plants, pump storage and gas storage• Giving customers insights into the value drivers for a deal and an understanding of the calculations behind valuations• Close cooperation with our customers and stakeholders• Proactively seeking opportunities to constantly improve operational processes• Providing guidance to other team members as centre of excellence in option knowledgeYour profile as a Senior Structuring Analyst:• As a senior analyst you proactively take ownership of the mentioned topics and display responsibility and confidence in the models. You are comfortable with developing other team members.• You are able to work with sophisticated mathematical models, or are comfortable learning to do so. But at the same time, you are flexible enough to work on more straightforward analyses (such as crunching large amounts of data), if this is what is needed to support the business.• You are natural communicator and have the willingness to have direct and frequent interaction with the front office (Origination, Trading). You are happy to take initiative in interacting with our customers.• You are enthusiastic about working close with other members of the team - sharing ideas and developing models together. Your Qualifications:• Academic degree of a relevant quantitative/financial discipline, such as econometrics, engineering, mathematics, physics or similar• Knowledge of the energy and commodity markets• At least 3 years of experience in pricing of complex derivatives with optionality• Expertise in commodity price simulation models• Expertise in quantitative methods• Programming knowledge - preferable Python and Matlab • Fluent in English and preferably GermanWe are striving for diversity & inclusion and we therefore welcome applications from all individuals regardless of e.g. age, gender, disability and ethnic background.Where are you going to work?OU is part of the Business Area Markets . Markets maximizes the value of Vattenfall's portfolio by optimizing and dispatching, hedging and sourcing for Vattenfall's assets and sales positions. We offer power purchase agreements to operators of wind or solar parks, optimize 3rd party batteries and enter into origination deals within the B2B segment. We serve as Vattenfall's single market access to energy commodity markets trading in electricity, emissions, fuels, freight, and renewable certificates. We are responsible for generating profits by taking positions within defined risk mandates and limits. We are active across Europe with more than 450 professionals working from Sweden, Germany, The Netherlands, and Denmark.More InformationFor more information about the position you are welcome to contact Astrid Gebauer 387. For more information about the recruitment process you are welcome to contact the HRS recruitment coordinator for this position: Selma Budak, . We are looking forward to your application including a cover letter stating also your salary expectation and possible start date.