Head of Quantitative Analytics – Power Markets

Location: Switzerland (Zurich / Geneva / Zug / Lausanne – hybrid possible)

**Overview**

We are seeking a Head of Quantitative Analytics to build and lead a high-impact quantitative function supporting power trading, origination, and risk across European electricity markets. This role sits at the intersection of trading, data science, and technology, owning the analytical framework that underpins pricing, forecasting, portfolio optimization, and strategy.

The successful candidate will be a hands-on leader with deep experience in European power markets, capable of scaling models, mentoring quants, and partnering directly with senior traders and commercial leadership.

**Key Responsibilities**

Leadership & Strategy

Build, lead, and scale a quantitative analytics team supporting power trading and commercial strategy

Define the firm’s quantitative roadmap across forecasting, pricing, and portfolio analytics

Act as a senior thought partner to trading, origination, and risk leadership

Power Market Analytics

Develop and oversee models for:

Power price forecasting (short-, medium-, and long-term)

Fundamental supply/demand modeling (load, renewables, fuel, interconnectors)

Volatility, congestion, and spread analysis

Support derivatives pricing (options, structured products, term contracts)

Trading & Portfolio Support

Partner closely with traders to improve:

Signal generation and strategy development

Portfolio optimization and asset valuation

P&L attribution and risk decomposition

Translate quantitative outputs into actionable trading insights

**Technology & Data**

Own analytics architecture, data pipelines, and model governance

Ensure models are production-ready, scalable, and robust

Collaborate with engineering teams on tooling, infrastructure, and performance

Required Experience & Skills

10+ years experience in quantitative analytics within power or energy markets

Strong understanding of European power market fundamentals (e.g. Germany, France, Nordics, Italy, UK)

Proven leadership experience managing senior quants and data scientists

Advanced quantitative background (statistics, applied mathematics, physics, engineering, or similar)

Strong programming capability (Python essential; R / C++ / Julia a plus)

Experience working directly with front-office trading desks

Deep knowledge of power derivatives, structured products, and risk metrics