Senior Quant Risk Modeller (all)

Senior Quant Risk Modeller (all)

Your area of impact

• You further develop quantitative risk and valuation models for asset, trading, and sales portfolios as well as for group-wide risk topics
• Modelling of electricity, gas, and other commodity markets as well as the further development of stochastic valuation and risk models are central responsibilities
• You ensure regular calibrations, backtesting, and benchmarking with regard to model quality, transparency, and comprehensibility
• Together with trading, origination, analysis functions, and other risk functions, you work on market-based valuation and risk approaches for complex market positions
• You prepare quantitative insights appropriately for risk committees, management bodies, and other stakeholders
• The development of scalable and maintainable modelling, data, and reporting solutions supports the further development of our technological environment

Your profile

• Several years of experience in quantitative modelling, risk management, or commodity trading in the energy sector form the basis for your professional contribution
• You have developed, implemented, and further developed risk, price, or valuation models yourself in a highly dynamic market environment
• You can analyse complex relationships in energy and commodity markets in a structured manner and communicate them clearly
• Very good knowledge of Python, SQL, and modern analytical methods helps you implement quantitative solutions efficiently and transparently
• You approach changes in technologies, processes, or working methods openly and pragmatically advance quantitative topics
• You find it easy to exchange ideas with different departments and move confidently between technical issues and business perspectives

Questions about the application

Olivier Dolder
Recruiting Partner
olivier.dolder@bkw.ch

Apply online at bkw.com/jobs