Head of Quantitative Methods

Uniper • Houston, TX, United States • $200k - $250k / year • 1m ago

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.

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