MET Group is an integrated European energy company, headquartered in Switzerland, with activities in natural gas and power, focused on multi-commodity wholesale, trading and sales, as well as energy infrastructure and industrial assets.

MET Group is represented in 14 European countries, with 700+ permanent staff in Austria, Bulgaria, Croatia, Germany, Hungary, Italy, Romania, Serbia, Slovakia, Spain, Switzerland, Turkey, Ukraine and the United Kingdom.

MET Group is present in 25 national gas markets and 22 international trading hubs. The Group has a significant end-consumer presence in Croatia, Italy, Hungary, Romania, Slovakia, and Spain.

MET Group is owned 80% by MET Employees and 20% by Keppel Infrastructure, a wholly owned subsidiary of  Keppel Corporation*.

Role objectives

• Designing, delivering, and integrating robust models and tools for the valuation and risk management of products of interest to the Gas & Power Trading desks
• Providing quantitative support within the team and across the wider business
• Helping in the maintenance and improvement of the Quant codebase to meet the needs of the team’s technical and non-technical stakeholders

Duties & Responsibilities

• Analyze, develop, test, and document new models
• Work with the rest of the team to enhance existing models and ensure new code meets the team standards for production
• Work with the trading desk to design and deliver solutions to the problems they face
• Work with the IT department to ensure new models fit within the wider IT infrastructure
• Work with the Risk Department to understand the implications of new modelling approaches on the company’s ability to evaluate and report its risk
• Provide support to stakeholders on quantitative issues and the Quant libraries

Must requirements

• Master’s Degree or equivalent in a Scientific, Computing or Engineering discipline (with focus on Operational Research, Mathematics or Finance)
• At least 3 years experience in a similar role, previous work experiences in an energy trading company or in financial organizations would be an advantage
• Experience programming within a team on a shared codebase (for example Git)
• Development experience in C++ or C# (experience with other programming languages, for example Python, would be advantageous)
• Fluency in English (verbal and written)

Advantages

• Experience with Option pricing 
• Experience in Commodities (especially Power and Gas) 
• Experience with SQL databases 

Desired skills & competencies

• Understanding of market dynamics and modelling method, and ability to apply it to real-world problems
• Excellent analytical and problem-solving skills and attention to detail
• Strong mathematical understanding with advanced knowledge of financial mathematics
• A clear appreciation of the use of quant models within a trading environment, throughout the deal lifecycle
• A good knowledge of valuation and risk analysis methods for complex products / derivative instruments (preferably in the energy / commodity markets)
• Ability to deliver practical solutions to business problems