Quantitative Analyst (all)

BKW; Bern; Vor Ort; CHF 100’000 - 130’000; Vollzeit

Zusammenfassung

A leading company is seeking a Risk Manager to enhance market data integrity and develop risk metrics in energy trading. The role demands strong analytical skills and involvement in strategies pivotal to risk management, ensuring effective support for trading units.

Qualifikationen

• Master's or PhD degree in a quantitative discipline required.
• Experience in risk management or energy trading.
• Proficiency in German and English.

Aufgaben

• Ensure integrity of market data and maintain external data interfaces.
• Enhance market risk metrics for commodities, FX, and interest rate markets.
• Conduct stress tests on trading portfolios and monitor risk limits.

Kenntnisse

Analytical thinking

Systematic thinking

Financial mathematics knowledge

Market risk assessment knowledge

Proficiency in German

Proficiency in English

Ausbildung

Master's or PhD in a quantitative discipline

CFA or FRM

Tools

Matlab

SQL

.NET

Python

Jobbeschreibung

Join our risk management team and play a key role in ensuring market data integrity and advancing risk metrics in energy trading. As a self-motivated professional with strong analytical skills, you will contribute to the continuous development of our risk management strategies.

Your role

• Ensure the integrity of market data and maintain external data interfaces and contracts
• Enhance market risk metrics for commodities, FX, and interest rate markets
• Conduct stress tests on trading portfolios and monitor risk limits, escalating breaches when necessary
• Oversee and improve risk reporting processes to support decision-making
• Work closely with trading units to analyze market developments and assess risks
• Contribute to operational risk management by handling event reporting and training new employees

Your skills

• Master's or PhD degree in a quantitative discipline; CFA or FRM is a plus
• Experience in risk management, energy trading, or banking
• Knowledge of financial mathematics and market risk assessment
• Experience in energy markets or trading with programming skills (Matlab, SQL, .NET, Python)
• Analytical and systematic thinking with a practical affinity for reporting and databases
• Proficiency in German and English

We are not interested in enquiries from recruitment agencies.