Trading Quantitative Analyst

The company seeks a Senior Trading Quantitative Analyst to develop and implement algorithms for hydro asset optimization across European markets, requiring strong expertise in stochastic optimization and Python/Matlab.

This position is responsible for building and refining algorithms that optimize hydro assets within various European markets. The role integrates forecasting data into stochastic or scenario-based models, validates performance through back-testing, and enhances the scalability of optimization pipelines. The analyst also supports pricing teams with asset valuation and collaborates with traders to convert market and regulatory conditions into quantitative strategies.

Responsibilities

• Build and deploy high-performance algorithms to optimize hydro assets across multiple markets.
• Incorporate forecasting data into stochastic or scenario-based optimization models.
• Back-test and validate models using historical market data and hydrological time.
• Improve scalability and runtime performance of optimization pipelines.
• Support and maintain existing hydro optimization tools and processes.
• Support pricing teams in the valuation of hydro assets, structured products, M&A, and tolling agreements across European markets.
• Collaborate with traders and originators to translate market conditions, hydrology, and regulatory constraints into actionable quantitative strategies.

Requirements

• University degree, preferably PhD, in Electrical Engineering, mathematics, physics or similar.
• Expertise in power markets and knowledge of physical assets.
• Experience with (stochastic) optimization methods.
• Strong development skills (Python, Matlab).
• Fluent English.
• Availability to work onsite in Lausanne or Olten.

Nice to have

• Financial derivatives knowledge (financial mathematics, term structure models) is a plus.
• Additional languages a plus.

What the company offers

• Competitive salary package
• Market-oriented salary
• Training and development
• Diverse opportunities for career growth
• Flexible work models