Forecasting Analyst / Energy Pricing / Quantitative Modeller - Sydney

The ideal candidate will have experience of the short-term & medium-term load forecasts, medium-term pool price forecast and optimal hedging strategic analysis based on volatility analysis. Experience of modelling, process development using state of the art IT tools and reporting.

PhD background preferred with at least 12 months experience gained within a major energy firm generator.

Strong computing experience using the following is essential: Matlab, C++, Java, VBA, Splus, Perl and Microsoft suite of products (especially strong spreadsheet skills). Knowledge of SAS and Minitab would be useful as well as Monte Carlo simulation techniques. Exposure to SQL / database would be desirable.

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To apply for this position please call Nick Forte on:

02 9247 1218

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