Duties: on cutting-edge fundamental analysis of electricity markets where risk-averse market players use storage technologies and financial hedging instruments. Development of the methodological basis and model-based application related to electricity markets with an increasingly higher level of electricity storage; Assessment of optimal financial hedging mechanisms for different types of risk-averse players on electricity markets, including barriers for their adoption and optimal usage | Minimum Requirements: Very good mathematical skills; You have (or are about to get) a master degree in operations research, energy economics, or mathematics/finance (especailly financial risk management and hedging/option theory); Mathematical optimization software skills are beneficial (i.e. GAMS); You have a good understanding of economic and energy markets, especially related to optimization in finance and hedging; You have good written and verbal communication skills, and enjoy working in an international team. Good English language skills are essential
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Education, Training
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Research, Machinery, Staffing & Recruiting
Industry
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Full-time
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