Job Description
Senior Quant Risk Modeller (all)
80-100%
You combine quantitative depth with practical market understanding and develop robust risk and valuation models for trading, asset portfolios, and Group-wide risk topics across dynamic energy and commodity markets.
Your field
- You further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader Group risk topics
- Developing stochastic power price models and quantitative approaches for complex energy and commodity markets forms a key part of your day-to-day work
- You ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance
- Together with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions
- Quantitative insights and risk analyt...