Senior Quant Analyst

Alpiq AG seeks a Senior Quant Analyst in Lausanne, CH, to shape next-generation pricing and risk analytics. The role requires strong quantitative skills, experience in European energy markets, and proficiency in Python, Matlab, and SQL, with a hybrid work model and relocation support available.

This newly created role reports directly to the Head of Price Modelling and Risk Drivers and is designed to influence the development of quantitative frameworks and modelling strategies. It combines deep quantitative expertise with coding skills to solve real-world market challenges in energy pricing and risk, based in Lausanne or Olten with relocation support provided.

Responsibilities

• Examine various market data sources to analyze price behavior, volatility, and correlation patterns
• Build and calibrate term structure models to generate forward curves for energy commodities, especially European power and gas
• Create and improve stochastic scenario models for valuation and risk evaluation
• Conduct back-testing, stress testing, and scenario analysis to evaluate model reliability and market exposure
• Deliver quantitative insights and tools to assist trading desks in daily operations
• Update and optimize existing quantitative tools, libraries, and workflows
• Document model methodologies, assumptions, and behaviors according to governance standards

Requirements

• Bachelor’s or advanced degree in a quantitative field such as Mathematics, Physics, Engineering, Computer Science, or Finance
• Solid understanding of derivatives pricing, including stochastic calculus and numerical methods
• Experience with term structure models, forward curve construction, and calibration approaches
• Minimum of five years of experience and in-depth knowledge of European power and gas markets
• Strong programming abilities with clean, efficient code in Python, Matlab, F#, or similar languages
• Familiarity with relational database design, SQL, and Oracle
• Effective communication and collaboration skills with front office and other business units