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Quantitative Analyst


Swindon, Wiltshire, GB, SN5 6PB

RWE Supply & Trading GmbH, Swindon, Großbritannien (GB) 

To start as soon as possible, Full time, Permanent


RWE Supply & Trading (RWEST) has an exciting new opportunity for an experienced Quantitative Analyst to joing our established Quantitative Analytics team of Structuring & Valuation in Swindon. The team provide decision support to several desks and develop and support standardised pricing and optimisation tools for all desks in all locations. We offer decision support for trading desks and CAO (Commercial Asset Optimisation) include valuations, risk assessments, development of methodologies, model prototyping, calibrations, and ad-hoc analysis for complex products and assets (both conventional generation and renewables/battery solutions) as well as trading strategies.

Furthermore, standardised large-scale models are developed as global model solutions which include an extensive library with valuation and risk management tools, and stand-alone models for the optimisation of complex assets. In addition to the trading desks, Quantitative Analytics cooperate closely with other S&V teams as well as Risk and Embedded IT to deliver and integrate relevant solutions into the systems (Endur) used by Risk and the commercial functions.


Your responsibilities

  • Providing statistical and mathematical analyses of trading and market data to facilitate business decision-making, model development and calibration
  • Work closely with the team and trading desks (in particular in Swindon) on developing trading strategies using trading signals and machine learning
  • Implementation of models for trading strategies and valuations
  • Provide backtest analysis for models and trading strategies
  • Research new methodologies and areas of model applications and identify potential improvements to current models
  • Support valuations and management of renewable generation assets (e.g. wind farms) and batteries
  • Work closely with the Front Office, Risk Control and IT to support the usage of our models in production according to business requirements (supporting end-to-end development life-cycle)
  • Providing appropriate testing / documentation of models and presentation of results
  • Engaging with traders and other customers to understand problems and opportunities, formulation and implementation of solutions
  • Liaise with other departments (including outside RWEST) as required


Your profile

  • Experience valuation and risk analysis of complex products / financial mathematics (preferably in energy / renewables/ commodity trading)
  • Excellent analytical and problem solving skills and attention to detail
  • Strong mathematical understanding
  • Experience with Windows and the MS Excel integration technologies (VBA, XLA, XLL, COM, .NET, Interop) would be advantageous
  • Development experience using Python and / or C# (experience with other programming languages would be advantageous)
  • Experience with machine learning would be advantageous
  • Be commercially oriented and have the ability to apply quantitative expertise to deliver added value for the trading desks
  • Good communication skills and the ability to translate complex real-world requirements into quantitative terms, analytic models and proper IT solutions
  • The ability to work effectively in the team as well as to use initiative in dealing with tasks autonomously
  • Advanced quantitative degree to Diploma / Masters / PhD level or equivalent


Benefits you can rely on

  • Working with seasoned industry experts
  • Direct impact on trading decisions and therefore success of the business
  • Training and development opportunities
  • Competitive salary & benefits package
  • Commercial bonus scheme
  • Company Share Incentive Plan
  • Work-life balance and flexible working
  • Visa & relocation support (if required)


Numbers don't lie

We're proud to say that more than half of all RWEST employees have a continuous service with RWE Group for over 10 years. Our longest serving employee joined in 1976 - that's over 44 years of service! Not only the friendly atmosphere amongst our colleagues, but also the numerous career and development opportunities within the company, that offer our employees plenty of reasons to stay. As our business is ever growing, therefore brand new roles in industry leading departments are created to find the best talent that will allow us to stay ahead of the market.


Promoting diversity (40x40) flexible working times (40x40) company pension scheme (40x40) health services (40x40) shareholding (40x40) staff events (40x40) training/human resources development (40x40) career promotion (40x40) support of extra-occupational studies (40x40) attractive remuneration (40x40) social commitment (40x40) International exchange (40x40) Graduate programme (40x40) good transport connection (40x40)

Apply now with just a few clicks: ad code 67039.

Any questions? Steph Turi (Recruiting), E:

We look forward to meeting you!


We value diversity and therefore welcome all applications, irrespective of gender, disability, nationality, ethnic and social background, religion and beliefs, age or sexual orientation and identity.

Of course, you can find us on LinkedIn, Facebook, Twitter and Xing, too.

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