Senior Quantitative Analyst

default

Operate at the centre of E.ON UK’s energy trading and pricing portfolio, delivering high-quality quantitative analysis and commercial insight to Energy Markets and the wider business.

Produce monthly reporting on the UK’s DVR and BMR performance, providing clear, concise commentary on key drivers and risk mitigation activities.

Maintain and develop models and systems to provide risk analysis and the quantitative valuation of structured trades.

Drive key stakeholder relationships both internally and externally to ensure costs are well understood and messaged to the business.

Work with the Origination and Portfolio Structuring teams to explore new structured deals to mitigate weather risk and CfD risk.

Develop risk mitigating proposals in case of portfolio risks exceeding the risk appetite of RU UK through close monitoring and interpretation of external environment changes in the wholesale and competitive markets, as well as internally through business process change or business issue identification.

Provide detailed analysis and modelling expertise to support decision papers being taken by senior decision bodies.

Deliver key inputs into commodity cost forecasting processes, ensuring accuracy and robustness of underlying assumptions.

Work with the wider Export, Structuring & Analysis team to enhance its reputation as an analytical centre of excellence.

Responsible for providing an independent risk oversight and challenge to hedging, purchasing, and pricing analysis for EM.

Maintain a deep understanding of wholesale energy markets, becoming a recognised expert within the team.