Python Developer for Financial Modeling Project (Gas Storage Valuation)

Job ID: 39288985

Budget: €80 – €180 EUR

? Looking for a Freelance Developer – Gas Storage Valuation Project (Monte Carlo Method)

I’m seeking a skilled freelance developer to assist with an academic project for a Master’s program in Financial Markets & Risk Management. The task involves implementing the model described in the article “Gas Storage Valuation Using a Monte Carlo Method” by Boogert & De Jong (2008).

? Objective:

Develop a gas storage valuation model using Monte Carlo simulation, strictly following the methodology and assumptions in the article. The final goal is to replicate the authors’ results and explain any discrepancies.

? Required Skills:

Proficiency in Python
Strong background in financial modeling (American options, asset pricing)
Familiarity with Monte Carlo simulation
Ability to write clear, well-structured documentation explaining your reasoning and implementation

? Deliverables:

Fully functional and well-documented Python code
A concise report covering assumptions, model steps, implementation process, and result comparison
Deadline: April 13, 2025, at midnight (UTC +2) (strict)

? Please find the detailed project guidelines attached.
Related categories: Python Mathematics Financial Modeling