Quantitative Structuring Analyst

Responsibilities

• Assist in developing and maintaining pricing models to support the accurate valuation of renewable and flexible assets and other structured products.
• Conduct detailed market analysis to inform pricing strategies and provide insights for senior decision-makers.
• Develop and implement logic for long‑term forward price curves, including temporal calibration to align with market‑specific settlement intervals.
• Support enhancements to in‑house capabilities for modelling price cannibalisation of renewable assets across European markets.
• Contribute to the development and maintenance of Python‑based repositories for pricing models and tools, ensuring accuracy and efficiency.
• Price and determine risk premiums embedded within I&C and PPA contracts, collaborating with other analysts within the team.
• Assist in identifying improvements to existing models and processes, automating where feasible.

Requirements

• Experience in a commercial environment, preferably within energy trading, pricing, or risk management.
• Exposure to PPA structuring and asset valuation (preferred).
• Experience with analytical and modelling tools (Python, SQL, etc.).

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