Quantitative Analyst

3 weeks ago


Johannesburg, South Africa HR Studio Full time

**We're looking for**

An extremely analytical and passionate individual to join our client's team as a Graduate Quantitative analyst or Data Scientist.

**Who are you?**
- You have strong organizational and time management skills
- Proven ability to handle confidential information
- Ability to work independently and handle multiple tasks simultaneously

**What's the role?**

**You will be responsible for**:

- Operations pricing
- Building a model and calculating prices based on current business rules in the organization.
- The model will need to be continuously updated as the market changes.
- The model will consist of: Generation database, Tariff database, and Off-take database.
- The model must perform mathematical operations on selected inputs from the different databases.
- Operations Risk Monitoring
- Linking to the databases above, build a dashboard to gain insight into current operations as well as evaluate the risk based on stochastic modelling of generation and off-takers.
- Scenario modelling
- The South African market is constantly changing. The employee will be responsible for building models to evaluate different scenarios as the market changes (i.e. changes to tariff structures).
- This will consist of some market research to gather/improve the inputs to the model.
- Generation modelling (optional)
- High-level renewable energy resource modelling (solar / wind).
- Evaluate different sites (locations) and determine the generation resource available based on the location.

**Boxes to tick**
- Matric
- Tertiary Qualification - Bachelor's degree in mathematics, statistics, computer science, economics, or a related field or equivalent experience
- Proficient in Microsoft Office
- Familiarity with PVsyst or similar - advantageous


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