Quantitative Analyst
CurrentSupported large international energy companies in making optimal investment decisions, managing price risks, optimizing the use of their assets (power plants, energy storage, transport), making optimal trading decisions, and assessing future market price scenarios. Day to day activities:- Developed quantitative solutions in Python and Matlab for pricing, optimization, forecasting and risk management.- Solved problems for KYOS customers, using new and innovative solutions from various disciplines, including (stochastic) optimization and machine learning.- Maintained the existing models (in Matlab and Python) and performed quantitative analysis on market data to support the pricing & risk functionality.- Communicated with KYOS clients to explain the use of the KYOS software and explained the underlying methodologies, received feedback, and translated their feedback into specifications for modifications and additions to the KYOS software.- Worked on client projects as a quantitative consultant, for example assessing investment projects.- Made specific analyses with the KYOS software to provide practical recommendations to KYOS clients.- Coordinated quantitative model testing to ensure a smooth rollout of new features.- Assisted fellow quant developers, explaining requirements, helping them to make a plan for development, investigating new methodologies, reviewing and commenting on their work.- Constant skill development to future-proof my career in the fast-moving energy industry.