Senior Analyst (Quantitative)

<h3>Company Description</h3><p><strong>Vattenfall </strong>is a European energy company with approximately 20.000 employees. For more than 100 years we have electrified industries, supplied energy to people’s homes and modernized our way of living through innovation and cooperation. We are looking for talented individuals who, in addition to their passion for their own role, also have strong team spirit and want to contribute to supporting a meaningful corporate mission.  </p><p>Right in the heart of Vattenfall, at <strong>Business Area (BA) Markets</strong>, you will find an inspiring international environment, with a culture of care and personal growth, enabling you to be who you are, having fun, building strong relationships and learning every day. Find out what our colleagues think about our culture: <a href="https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%2F-9qGrDUCptA&amp;data=05%7C02%7Celiasmaximilian.erdmann%40vattenfall.de%7Cbf9e08872b8b4589876608ddb7e0d737%7Cf8be18a6f6484a47be7386d6c5c6604d%7C0%7C0%7C638868898486192534%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRydWUsIlYiOiIwLjAuMDAwMCIsIlAiOiJXaW4zMiIsIkFOIjoiTWFpbCIsIldUIjoyfQ%3D%3D%7C0%7C%7C%7C&amp;sdata=pQBaNHUUK3yMzKIAW8vd15xCXrZO79NPad61mxUCQ94%3D&amp;reserved=0">https://youtu.be/-9qGrDUCptA</a></p><p>We employ around 500 professionals who are active across Europe with offices in Sweden, Germany, The Netherlands, and the United Kingdom to drive the energy transition together. Our role in Vattenfall is to maximize the value of the overall portfolio by optimizing and dispatching, hedging, and sourcing for Vattenfall's sales and generation volumes. We serve as Vattenfall’s single access to energy commodity markets and trade electricity, emissions, fuels, freight, and renewable certificates.  </p><p>In BA Markets the mission of the <strong>Unit OU Operations </strong>is to drive the digital transformation. OU Operations consists of diverse and highly skilled employees from more than 20 countries. We work internationally from our locations in Stockholm, Hamburg and Amsterdam.</p><h3>Job Description</h3><p>At Vattenfall, we don’t just “do energy”, we exist to help our customers power their lives in ever climate smarter ways and free from fossil fuel within one generation. If you are looking for interesting challenges and the opportunity to be part of this change, then join our diverse and talented team and make a difference.</p><p>Our <strong>Business Area (BA) Markets</strong> is looking for the right person to fill the position as</p><p><strong>Senior Quantitative Analyst</strong></p><p>for our office in <strong>Hamburg.</strong></p><p>In close cooperation with front office, you will develop new asset optimisation and power trading algorithms for our 24/7 operations. By applying mathematical programming methods, you will turn real-world business problems into robust quantitative models. This enables us to find the most profitable and reliable economic dispatch for our asset fleet.</p><p><strong>Your key responsibilities:</strong></p><ul><li>Develop and improve robust optimisation and algorithmic trading strategies</li><li>Implementation and operation of models in a cloud infrastructure and constant seeking opportunities to improve our processes</li><li>Drive the automation of both dispatch and intraday trading decisions and all the steps to execute them</li><li>Find root causes of problems as they arise, propose solutions, and fix them</li><li>Consult Front Office and take in their feedback for continuous improvement</li><li>Close collaboration with other team members in an international and agile setup</li></ul><h3>Qualifications</h3><p>As a Senior Quantitative Analyst, you have a solid mathematical background and are comfortable working with sophisticated models. As a natural communicator you have the willingness to have direct and frequent interaction with Power Traders and Dispatchers, and you are enthusiastic about working closely with other members of your team – sharing ideas and developing models together. You have a curious and analytical mind and enjoy innovating and taking own initiatives.</p><p><strong>Qualifications and capabilities:</strong></p><ul><li>STEM degree</li><li>Experience developing and operating Python models and systems</li><li>Experience with Git, CI/CD, and cloud technologies</li><li>Professional working proficiency in English</li></ul><p><strong>Exposure to the following would be advantageous:</strong></p><ul><li>Experience with a statically typed programming language e.g. Rust, C++, C#, Java</li><li>Experience developing real-time systems and streaming technologies e.g. Apache Kafka</li><li>Experience with mixed-integer linear programming models</li><li>Understanding of the European power system and energy markets</li><li>Understanding of market microstructure models</li></ul><h3>Additional Information</h3><p><strong>Benefits</strong></p><p><strong>Your development</strong> is a priority a