Quantitative Analyst

We are seeking a Quantitative Analyst to join the International Energy Trading division in Zug, Switzerland. The team supports global energy‑commodity trading by building and refining quantitative models that drive asset valuation, optimisation, price forecasting and risk management. In this position you will design, implement, calibrate and validate models for valuation, optimisation, forecasting and risk. You will analyse hedging strategies and portfolio impacts, advise traders, and develop option‑pricing frameworks using advanced financial mathematics. Close collaboration with traders, fellow analysts and business stakeholders is required to turn complex requirements into practical, user‑focused tools that support daily portfolio management and optimisation. The role demands a master’s or PhD in Mathematics, Physics, Data Science, Quantitative Finance or a closely related discipline, together with solid knowledge of commodity markets. Strong programming abilities in Rust, Python, C#, C++ or VBA are essential, as is hands‑on experience with external modelling and quantitative platforms such as ETRM, valuation and optimisation systems. You must possess deep expertise in financial mathematics, derivatives pricing, option theory and risk analytics, and demonstrate strong analytical and problem‑solving capabilities. Additional advantages include familiarity with R or MATLAB and experience with front‑end development frameworks. The position offers a competitive remuneration package, a performance‑based bonus tied directly to PnL, a group health‑insurance plan and clear pathways for responsibility, ownership and career progression within a growing international business. What the role asks for: - M.S. or PhD in Mathematics, Physics, Data Science, Quantitative Finance or related field - Broad knowledge of commodity markets - Strong programming in Rust, Python, C#, C++ or VBA - Experience with external models and quantitative tools (ETRM, valuation, optimization) - In‑depth knowledge of financial mathematics, derivatives pricing, option theory, risk analytics - Strong analytical and problem‑solving skills - Experience in R or MATLAB (nice‑to‑have) - Experience with front‑end frameworks (nice‑to‑have)