At METLEN Energy & Metals, we are catalysts for a sustainable future, positioned at the forefront of the energy transition while being a reference point for competitive green metallurgy at both the European and global levels. We are a global industrial and energy company operating across two highly interconnected and complementary sectors: Energy and Metals. With a consolidated turnover of €5,683 million and an EBITDA of €1,080 million, along with a workforce of over 7,627 dedicated individuals, we drive success through cutting-edge technology and diverse talent.
We are committed to embracing new state-of-the-art technologies and advancements, propelling us towards a cleaner, brighter tomorrow. Our positive footprint extends across five continents, creating a lasting impact. At METLEN, we foster a culture of resilience, challenge, respect, excellence, and change, empowering our diverse workforce to achieve remarkable outcomes.
We are currently looking for a highly motivated and analytical Quantitative Analyst to join our International Energy Trading division in Zug, Switzerland.
In this role, you will be responsible for developing, implementing, and refining quantitative models for asset valuation, optimization, price forecasting, and risk management, while providing actionable insights and high-quality tools to support trading decisions.
Your role will encompass:
- Designing, implementing, calibrating, and validating quantitative models for asset valuation, optimization, price forecasting, and risk management.
- Analyzing hedging strategies and portfolio effects and providing recommendations to traders.
- Developing and validating option pricing models and applying financial mathematics to support trading and risk decisions.
- Collaborating closely with traders, quantitative analysts, and other business stakeholders to translate complex requirements into practical solutions.
- Developing and maintaining user-focused quantitative tools that support day-to-day portfolio management and optimization.
What you bring to the role:
- M.S. or PhD in Mathematics, Physics, Data Science, Quantitative Finance, or a related field.
- Broad knowledge of commodity markets, ideally combined with relevant industry experience.
- Strong programming skills in languages such as Rust, Python, C#, C++, or VBA, with experience in R, MATLAB, or relevant front-end frameworks considered an advantage.
- Experience working with external models and quantitative tools, including ETRM, valuation, and optimization platforms.
- In-depth knowledge of financial mathematics, including derivatives pricing, option theory, and risk analytics.
- Strong analytical and problem-solving skills, with the ability to translate complex quantitative concepts into practical solutions for trading and portfolio management.
Your Benefits:
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Competitive remuneration package including performance-based bonus structure linked directly to PnL
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Opportunities for responsibility, ownership, and career growth as the business expands
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Group Health Insurance Plan