Quantitative Portfolio Analyst

Istanbul , Türkiye
full-time

AI overview

Develop and optimize quantitative models for short-term energy trading while leveraging advanced analytics and programming tools in a dynamic market environment.
  • Develop and maintain short-term consumption and generation forecasting models using advanced data analytics and quantitative methods
  • Build short-term price forecasting and prediction models using advanced quantitative analytics and programming tools (e.g. Python, VBA), supporting intraday trading and portfolio decisions
  • Apply data modelling and statistical techniques to analyze market behavior and short-term price dynamics
  • Optimize short-term and intraday portfolio performance through quantitative analysis and scenario modelling
  • Conduct short-term and intraday trading activities by leveraging data-driven insights, forecasts, and pricing analytics
  • Design, build, and code portfolio management tools and trading bots within energy trading and portfolio management applications, supporting automated short-term and intraday trading strategies
  • Design and automate analytical and operational workflows using Python and VBA to improve scalability and accuracy
  • Support origination, structuring, and contracting processes with quantitative analysis and valuation models
  • Monitor and manage contract performance and risk metrics throughout the contract lifecycle
  • Conduct market analysis, sensitivity analysis, and stress testing to support trading and commercial decisions
  • Perform Endur (ETRM) bookings, ensuring data integrity and consistency
  • 1 to 3 years of professional experience in Turkish power market
  • Understanding of Turkey’s power market regulations and experience with aggregation
  • Experience in algorithmic intraday optimization programs
  • Strong analytical and mathematical skills with the ability to manage complexity
  • Entrepreneural mindset with a structured and strategic approach
  • Experience in EPIAS commodity exchange trading
  • Structured, solution orientated and analytical approach to problem-solving
  • Fluent in English and Turkish language skills
  • Power BI knowledge is a plus

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