Position: Quantitative Research and Data Analyst
Category: Python
English level: upper
Years of experience: 3


- RM database development (AWS RDS)
- Developing price simulation algorithm for energy commodities
- VAR, CVAR, liquidity reserve, cash flow, option pricing, hedge strategy evaluation using Monte Carlo simulations
- Cloud based infrastructure development for Monte Carlo calculations (AWS EC2, AWS ECS) 
- Market risk management system development. Calculation automatization via user email request (imap, smtp, docker). 
- Algorithm development for market data uploading from various of resources (REST API)
- Data extraction from web sites (HTML parsing)
- Research and analysis European energy commodities market, including Front Office expansion strategy. 
- Ad hoc calculations for renewable power plant across the EU, including imbalance analysis and financial hedge strategy. 
- Team management via Azure DevOps, strategy creation for model development, as well as their integration into existing market risk management system.
- Integration with ETRM system.
- Report creation in BI Tools (Tableau, Power BI) 
- Telegram bot development with price analysis and option calculations for a Front Office. (aiogram)