We are looking for a Quantitative Modeller/Software engineer to join our Dublin based Portfolio Management Team. The successful candidate will have a strong analytical skill and an ability to develop innovative problem-solving solutions and will support mission critical decision analytics for power gas and renewables. Responsibilities include prototyping new solutions and enhancing existing models Familiarity with Monte Carlo and numerical simulation methods is an advantage.
Responsibilities:
The position involves stochastic optimisation, decision making under uncertainty, statistical learning, algorithms in statistical and finance applications, stochastic search, simulating high penetration of wind and solar energy and purchasing energy under uncertainty.
