Senior Quant Analyst, Lausanne

Overview

We are excited to expand our Quantitative Analysis team with a Senior Quantitative Analyst who will play a key role in shaping our next-generation pricing and risk analytics. This newly created position reports directly to the Head of Price Modelling and Risk Drivers and offers significant influence over our quantitative framework and modelling strategy. The ideal candidate combines deep quantitative expertise with strong coding skills and a passion for solving real-world market problems. The role is based in Olten or Lausanne, with relocation support provided.Responsibilities

Analyze diverse market data sources to understand price behaviour, volatility patterns, and correlation structures Construct and calibrate term structure models and price forward curves for different energy commodities, with a focus on European power and gas markets Develop and enhance stochastic scenario generation models for valuation and risk assessmentPerform back-testing, stress testing, and scenario analysis to assess model robustness and market sensitivities Provide quantitative insights, tools, and analysis to support trading desks in daily decision-making Maintain and improve existing quantitative tools, libraries, and processes Document methodologies, assumptions, and model behaviour in line with governance standardQualifications

Degree in quantitative fields such as Mathematics, Physics, Engineering, Computer Science, or Finance Strong foundation in derivatives pricing theory, including stochastic calculus, and numerical methods Experience with term structure models, forward curve construction, and calibration techniques5+ years of experience and solid knowledge of European power and gas markets Strong programming skills, with the ability to write clean and efficient code (Python, Matlab, F#, or similar) Knowledge of relational database design, SQL and Oracle Good communication skills and the ability to collaborate with front office and other business functionsApply / Additional Information

Please note that by giving consent, personal data will be transmitted to third parties. You can adjust your consent at any time. At Alpiq, we are committed to creating an inclusive work environment, where everyone can bring their‘whole selves’ to work and feel valued, respected, and heard. This principle is central to our company’s purpose, values, and leadership approach. We strongly believe that organizations thrive through the inclusion of diversity. Everyone’s energy matters regardless of characteristics, such as age, gender, nationality, language, sexual orientation and identity, religion, social or ethnic background or any other personal traits.Data protection At Alpiq, data privacy is an important topic. Please therefore take note of the corresponding Privacy Notice that appears in the online application form and explains in detail the purpose for which we process your personal data. It is of great concern to us to inform you as transparently as possible and process your data only in a fair manner.

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