Quantitative Analyst – Power Markets & Asset Optimisation

The Green Recruitment Company; Sunderland; On-site; GBP 45,000 - 65,000; Full time

Job summary

A leading European Independent Power Producer is seeking a Quantitative Analyst in Sunderland to optimize and forecast revenues for solar PV and battery storage assets. The ideal candidate should have a degree in a quantitative field and 3–6 years of experience in power markets, along with strong analytical and programming skills. This role focuses on revenue forecasting, contract analysis, and risk management strategies.

Qualifications

• 3–6 years’ experience in power markets, trading, or asset modelling.
• Strong analytical and programming skills.
• Understanding of European power markets.

Responsibilities

• Develop and maintain market models for revenue forecasting.
• Review offtake and battery optimization agreements.
• Design short- and long-term hedging strategies.

Skills

Analytical skills

Programming (Python)

Financial analysis

Excel proficiency

Experience with Power BI

Education

Degree in Mathematics, Engineering, Finance, or Economics

Tools

Python

Excel

Power BI

Job description

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Quantitative Analyst – Power Markets & Asset Optimisation, Sunderland

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Client:

The Green Recruitment Company

Location:

Sunderland, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

a907131d8c72

Job Views:

22

Posted:

12.08.2025

Expiry Date:

26.09.2025

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Job Description:

Our client, a leading European Independent Power Producer (IPP), is seeking a Quantitative Analyst to support the optimization and revenue forecasting of its growing portfolio of solar PV and battery storage (BESS) assets. This role combines power market modelling, contract analysis, and commercial strategy to help maximize asset profitability across multiple markets.

Key Responsibilities

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, supporting negotiations by quantifying the financial impact of contractual terms.

Trading & Hedging Strategies:

Design and manage short- and long-term hedging strategies to enhance asset returns, including associated risk management tools.

Cashflow & Risk Management:

Develop cashflow tools to monitor performance and support financial planning at both asset and portfolio levels.

Qualifications

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.