Quantitative analyst Stockholm (Solna)
Are you the quantitative, holistic thinker with a drive to help Vattenfall enable a fossil free living within one generation? Here’s a unique opportunity.
Main Tasks & Responsibilities
As a Quantitative Analyst in Strategic Risk, you will be working on the model development and analysis of the team’s proprietary valuation model for the entire production asset portfolio of Vattenfall that is used for the valuation of the Group asset portfolio as well as for ad-hoc requests by senior management to support strategic decision-making. Moreover, you will be responsible for validating complex valuation models of investment projects. Finally, you will conduct independent reviews for senior management of Vattenfall’s official Long-Term Market Outlook (for e.g. power-, gas-, coal-, CO2 prices).
Tasks and responsibilities also include:
- Continuous development and validation of Strategic Risk’s proprietary portfolio model of the entire Vattenfall asset portfolio, consisting of e.g. Pump Storage, Hydro, Nuclear, Condensing plants, District Heating Clusters, Wind, Solar and Battery.
- Continuous development and validation of Strategic Risk’s proprietary stochastic fundamental long-term price model for long-term risk/reward evaluations.
- Review of Vattenfall’s official Long-Term Market Outlook..
- Review of quantitative models/methods used for investment valuations. Close collaboration within Risk (Transaction Analysis) and business is required.
- Report the fair value (intrinsic- and option value) of the Group asset portfolio.
- Carry out ad-hoc strategic/portfolio risk analyses for senior management.
- Build a strong network of contacts throughout the organisation.
- Academic degree with quantitative focus, e.g. in physics, mathematics, econometrics, or equivalent qualifications and experience. A combined degree with both quantitative and financial modules is an advantage.
- Proficiency with Python or other programming languages.
- Knowledge of the Continental and Nordic power market, EU ETS, imbalance markets, global energy economics, fundamental and power plant dispatch modelling is a strong advantage.
- Strong command of English, both verbally and written; Swedish, Dutch or German language skills are a plus.
- Strong presentation and writing skills. A talent to clearly communicate the essence of highly complex matter to senior management.
- Pro-active, independent and ability to approach complex issues pragmatically.
To be successful in this position you need to have an analytical and curious mind with the ability to think conceptually, work independently and find creative and pragmatic solutions to complex issues that have no textbook solutions. You should be able to identify the essence of highly complex topics from an application and steering point of view, and be able to communicate that to stakeholders with different backgrounds.
What do we offer?
In this position you can have a real impact on our purpose. A challenging and independent job in an informal, dynamic working environment. You work in an international team and can play a part in shaping the future of a company where the only constant is change. Besides being a challenging and inspiring place to work, we value a great work atmosphere where everyone is really committed.
We offer a competitive renumeration package, attractive secondary employment conditions and opportunities for personal and professional growth.
About Strategic Risk
Among the responsibilities of Strategic Risk are the provision of quantitative portfolio insights to support the strategic decision-making towards fossil free living within one generation and the independent review of the entire Vattenfall asset valuation basis. This includes the scrutiny of investment models and of Vattenfall’s proprietary Long-Term Market Outlook, which is the main valuation determinant of Vattenfall’s multi-billion € investment pipeline.
Strategic Risk falls under Corporate Risk Management, which is tasked with holistic risk management duties on the enterprise level. Amongst others, top management is provided with independent advice on the risk-reward balance of investments/divestments, and strategic risk analyses that support the portfolio steering of Vattenfall.
Diversity and inclusion – in everything we do. At Vattenfall we are convinced that diversity contributes to building a more profitable and attractive company. We strive to be good role models regarding diversity. Read more on how we work with diversity and inclusion here: https://corporate.vattenfall.com/careers/working-at-vattenfall/diversity/
Location: Stockholm (Solna)
For more information about the position you are welcome to contact Hiring Manager Salar Khorsand, +31 644893310 / email@example.com. For information about the recruitment process, please contact Eva Deen, Corporate Recruiter, +firstname.lastname@example.org.
We welcome your application, including CV and cover letter, in English, no later than 14th of January 2021. As we might conduct interviews on an ongoing basis, we encourage you to apply as soon as possible. An online ability/personality test and pre-employment screening are part of our application process.
Trade union representatives in Sweden Shahriar Badiei (Akademikerna), Anders Bohlin (Unionen), Christer Gustafsson (Ledarna), Juha Siipilehto (SEKO). To get in contact with the representatives, please call Vattenfall´s switchboard +46 8 739 50 00.
Since Vattenfall is part of the Swedish critical infrastructure many of our positions are security classed. If this position is security classed the final candidates can be subject to a security vetting process, according to the Swedish legislation. #LI-SE
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