Senior Quant Risk Modeller: Energy Markets & Valuation

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

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