Vacature Portfolio Quant (Asset Optimisation)
Energy markets are extremely dynamic. Therefore, our professionals in the wholesale energy division trade 24 hours a day, 7 days a week to optimize portfolio returns and to mitigate market risks. Our focus is maximizing the extrinsic value of our assets (power plants, long-term contracts, gas pipelines and storage facilities, etc.) with our asset-backed trading strategy. In addition, we maximize profits through origination (structured deals) and trading activities. Furthermore, we obtain access to the wholesale market for our company by sourcing long-term gas and coal contracts and by supplying electricity and gas to our B2B and B2C departments.
Portfolio Quant (Asset Optimisation)
Asset Optimisation is responsible for the P&L of DELTA’s assets within the trade horizon. The department consists of three teams: Portfolio Management, Tolling and Optimisation & Forecasting. Portfolio management realizes market value of the asset portfolio based on quantitative optimisation models en dynamic hedging strategies. Tolling optimizes and executes the tolling contracts with the power plants and joint ventures. Optimisation & Forecasting optimizes the short term dispatch schemes in the spot and intraday markets.
There is currently a vacancy within the team of Optimisation & Forecasting for a Portfolio Quant. The Portfolio Quant determines, in close cooperation with trading and dispatch, optimal bidding strategies for the day ahead and intraday markets based on the overall portfolio positions, taking into account the uncertainty of demand, wind production and flexibility of DELTA’s power plants, with the aim of optimizing and capturing their extrinsic value. The Portfolio Quant bases his decisions on forecasts of demand and wind production, variable costs and taking into account relevant technical constraints together with market price forecasts. The portfolio quant also has a key role in determining the long term value of the plants for strategic asset management and development. These responsibilities require a result-oriented quantitative professional with commercial affinity who can work under pressure to meet deadlines.
- Short-term Asset Optimisation, forecasting and hedging/bidding.
- Asset modelling, creation of relevant tools & strategies for trading and dispatching.
What do we expect of you?
Strong academic background (MSc or PhD) in a quantitative discipline (e.g. Econometrics, Engineering, Mathematics). A background and/or experience in Operations Research are preferred.
Knowledge, experience and skills in the specialist field
- Sound knowledge of quantitative methods and techniques and econometric/mathematical models.
- Affinity with energy trading and of the relevant markets, market developments and information.
- Good programing skills and advanced knowledge of mathematical software.
- Strong decision making skills along with taking the relevant responsibilities
- Team player that contributes to building team spirit
- Able to effectively communicate results to a variety of groups with different backgrounds
- Creative, innovative and seeking change.
Place of work
Middelburg, the Netherlands.
We offer excellent employee benefits, including group health insurance, attractive discounts for staff facilities, a Benefit Budget that lets you decide on the allocation of your benefits yourself, and a competitive salary.
For more information about this position, please send an email André Bosschaart (ABosschaart@delta.nl) with your questions and phone number and we will contact you as soon as possible. Or visit our website www.delta.nl.
Please send your application (in English) along with your cv to email@example.com quoting vacancy number 682.
If you are willing to invest in both our future and your own, if you are an enterprising professional with ambition and staying power, then you can rely on DELTA to offer you a serious career. DELTA will give you plenty of opportunities to develop, both professionally and personally.
DELTA plays an important role in the community of Zeeland province. DELTA is not only one of the biggest employers in the region; DELTA and Zeeland also have strong links in the social arena. We facilitate these links in many different ways: we bring the people of Zeeland into contact with one another, make sure they have comfortable homes, enable events to take place and we make a significant contribution to the budgets of Zeeland’s municipalities and the provincial authorities through the dividends we pay.
Energy & Multimedia
DELTA N.V. has three departments: Energy & Multimedia, DELTA Network Group and EPZ. The Energy & Multimedia (E&M) Department is responsible for the energy trading operations and it also delivers energy and multimedia services to consumers and corporate clients.
Acquisition by third parties is not appreciated.
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