Power Markets Quant Analyst for PV & Storage

Green Recruitment Company; España; Presencial; EUR 52.000 - 76.000; Jornada completa

Descripción de la vacante

Green Recruitment Company is assisting a leading European IPP in recruiting a Quantitative Analyst to support optimization and revenue forecasting for solar PV and battery storage assets across European markets.

You will develop market models to forecast revenues, review offtake agreements, and design hedging strategies to enhance asset returns while monitoring risk.

The role requires a quantitative degree, 3–6 years in power markets, and strong Python, Excel and Power BI skills.

Formación

• Degree in a quantitative field (e.g., Mathematics, Engineering, Finance, Economics).
• 3–6 years' experience in power markets, trading, or asset modelling.
• Strong analytical and programming skills (Python, Excel, Power BI, etc.).
• Understanding of European power markets and renewable asset economics.
• Experience with PPAs, battery optimization, or trading strategies is a plus.

Responsabilidades

• Revenue forecasting: Develop and maintain market models to forecast asset revenues for PV and BESS projects across European power markets.
• Contract analysis: Review offtake and battery optimization agreements, quantifying the financial impact of contractual terms.
• Trading & hedging strategies: Design and manage short- and long-term hedging strategies to enhance asset returns and manage risk.
• Cashflow & risk management: Develop cashflow tools to monitor performance and support financial planning at asset and portfolio levels.

Conocimientos

Analytical skills

Educación

Degree in quantitative field

Herramientas

Python

Excel

Power BI

Descripción del empleo

Green Recruitment Company is assisting a leading European IPP in recruiting a Quantitative Analyst to support optimization and revenue forecasting for solar PV and battery storage assets across European markets.

You will develop market models to forecast revenues, review offtake agreements, and design hedging strategies to enhance asset returns while monitoring risk.

The role requires a quantitative degree, 3–6 years in power markets, and strong Python, Excel and Power BI skills.