Quant Developer

Vattenfall AB
Stockholm, Sweden
den 20 september 2021
den 17 oktober 2021
Do you have a curious and analytical mind and are you able to work with sophisticated mathematical models? Are you a natural communicator who likes to take on a coordinating role? And do you want to take part in enabling a fossil free living within one generation? We might have an interesting position for you!

We are looking for a Quant developer to join the Structuring & Valuation department. The team specialises in the valuation in a wide range of energy contracts and providing support for originating energy deals.

You will be working in the Operational Unit Operations (OU). OU Operations is responsible for providing Analysis, IT, Energy Trading and Risk Management and Project Management support to the Vattenfall Assets and Trading Division - the mission is to enable business. OU Operations consists of highly skilled employees with backgrounds ranging from mathematics, engineering, economics, IT to project management.

The job as an Analyst is getting more and more data driven and we are in the middle of a digital transformation. We are looking for someone who can ensure our models are structured according to best practice. `

Your main tasks and responsibilities would be:

  • Taking ownership of infrastructural part of models within the team such as
    • Continuous pricing models
    • Monitoring models
    • Data feeds
  • Set up and manage the corresponding data pipelines
  • Contribute to the design and evaluation of scalable Data solutions for advanced analytics across Vattenfall
  • Support on development of our valuation models in Python used for pricing of structured contracts such as
    • Renewable energy power purchase agreements (PPAs)
    • Gas Storage and Swing contracts
    • End user contracts
    • Virtual pump storges
  • Proactively seeking opportunities to constantly improve operational processes
  • Provide technical guidance and support to other team members how to structure models


  • Academic degree in computer science, engineering, mathematics, physics or similar
  • Proficient knowledge in Python Programming, as well as in data organization and structuring
  • Prior experience in working with time series data as well as Big Data technologies, preferably Kafka
  • Able to work with sophisticated mathematical models, or are comfortable learning to do so. At the same time, you are flexible enough to work on more straightforward analyses (such as crunching large amounts of data), if this is what is needed to support the business
  • Curious and analytical mind. You enjoy thinking out of the box and taking own initiatives. You have the willingness to leave your comfort zone and learn new things.
  • Knowledge of the energy and commodity markets is a plus
  • Fluent in English and preferably Swedish, German or Dutch
  • Natural communicator and have the willingness to have direct and frequent interaction with IT, front office and Data-driven departments in the rest of the company.
  • Enthusiastic about working close with other members of the team - sharing ideas and developing models together.

What do we offer?
We offer an exciting and challenging job where you work close to business as well as to technology. You will have the chance to broaden your area of expertise and gain a solid understanding of our business. Besides being a challenging and inspiring place to work, we value a great work atmosphere! Everyone is really committed, and we want to be the best in what we do. We have a work climate with flat hierarchies, open discussion culture and zero-tolerance on harassment. We offer good remuneration, healthy work-life balance, lots of leave days based on a full-time employment and attractive employment conditions and opportunities for personal and professional growth. At Vattenfall, we are convinced that striving for diversity helps building a more attractive, efficient, customer centric and profitable company. Therefore we welcome applications from all individuals regardless of age, religious belief, gender identity & expression, sexual identity, disability and ethnic background.

The company: Where are you going to work?
OU Operations is part of the Business Area Markets . Markets maximizes the value of Vattenfall's portfolio by optimizing and dispatching, hedging and sourcing for Vattenfall's assets and sales positions. We offer power purchase agreements to operators of wind or solar parks, optimize 3rd party batteries and enter into origination deals within the B2B segment. We serve as Vattenfall's single market access to energy commodity markets trading in electricity, emissions, fuels, freight, and renewable certificates. We are responsible for generating profits by taking positions within defined risk mandates and limits. We are active across Europe with more than 560 professionals working from Sweden, Germany, The Netherlands, and Denmark. Vattenfall's vision is to make fossil-free living possible within one generation.

Location: Amsterdam, Hamburg, or Stockholm (Solna)

For more information about the position or the recruitment process you are welcome to contact Christiaan van der Horst, Corporate Recruiter at christiaan.vanderhorst@vattenfall.com. Please apply through the application button, last day to apply is the 17th of October 2021.

We look forward to receive your application!

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