Senior Quant Risk Modeller

BKW Energie AG; Bern; Vor Ort; CHF 140.000 - 190.000; Vollzeit

Zusammenfassung

BKW Energie AG in Bern seeks a Senior Quant Risk Modeller to develop risk and valuation models across energy portfolios. You’ll craft stochastic power price models, calibrate, backtest, and benchmark with strong governance.

Collaboration with traders, analysts, and risk managers will deliver risk insights to senior stakeholders and support scalable analytics across the Group. Several years of experience in quantitative modelling and commodity trading are expected, with proficiency in Python and

Qualifikationen

• Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets.
• Hands-on experience developing and implementing risk, pricing, or valuation models in fast-moving market environments.
• Ability to analyse complex dynamics across power, gas, and broader commodity markets in a structured, commercially relevant way.
• Proficient in Python and SQL; applies modern analytical and software engineering practices.
• Effective collaboration with traders, originators, analysts, and risk managers to communicate insights.

Aufgaben

• Develop quantitative risk and valuation models across asset, trading, and sales portfolios and group risk topics.
• Develop stochastic power price models and quantitative approaches for complex energy and commodity markets.
• Ensure regular calibration, backtesting, and benchmarking of models with transparency and governance.
• Support market-consistent valuation and risk assessments for complex portfolio positions.
• Prepare quantitative insights and risk analytics for Risk Committees and senior management.
• Contribute to scalable modelling, data, and reporting solutions and evolve analytical tech landscape.

Kenntnisse

Quantitative modelling

Risk management

Commodity trading

Python

SQL

Stakeholder communication

Jobbeschreibung

Employment level 80-100%

Location Bern

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.

Senior Quant Risk Modeller (all)

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 analytics are prepared by you for Risk Committees, senior management, and other key stakeholders in a clear and actionable way
• You help shape scalable and maintainable modelling, data, and reporting solutions while contributing to the evolution of the analytical tech landscape

What you bring to the role

• Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets provide the foundation for your contribution
• You have hands-on experience developing and implementing risk, pricing, or valuation models in fast-moving market environments
• Complex dynamics across power, gas, and broader commodity markets can be analysed by you in a structured and commercially relevant way
• Strong Python and SQL skills, combined with modern analytical and software engineering practices, allow you to build robust quantitative solutions
• You navigate evolving technologies, processes, and market requirements with a pragmatic and solution-oriented mindset
• Collaboration across quantitative, commercial, and risk-focused teams comes naturally to you, and you communicate confidently with both technical and non-technical stakeholders