Senior Quantitative Specialist

THRYVE; Bern; On-site; CHF 140,000 - 180,000; Full time

Job summary

THRYVE in Switzerland is recruiting a Senior Quant Risk Modeller to design and enhance models for energy portfolios and risk assessment. You will translate market dynamics into robust pricing and risk tools while collaborating with trading, analytics and risk teams.

You’ll implement stochastic methods for electricity, gas and commodities, calibrate models, validate performance and communicate findings to senior stakeholders. Strong Python and SQL skills are essential.

Qualifications

• Several years of relevant experience in quantitative analysis, market risk or energy and commodity trading.
• A track record of building and implementing pricing, valuation or risk models used in a commercial environment.
• Strong understanding of energy market dynamics and the quantitative methods used to analyse them.
• Advanced Python skills and confident use of SQL.
• The ability to communicate technical findings clearly and connect them to business decisions.
• A practical, collaborative approach to improving models, tools and ways of working.

Responsibilities

• Designing and enhancing pricing and risk models covering energy assets, trading activities and customer portfolios.
• Developing stochastic approaches to capture the behaviour of electricity, gas and other commodity markets.
• Testing model performance through calibration, historical validation and comparison against alternative methodologies.
• Working with traders, commercial teams and analysts to evaluate complex exposures and strengthen valuation approaches.
• Explaining model assumptions, findings and limitations clearly to senior stakeholders.
• Building reliable tools and data workflows in Python and SQL to support modelling, analysis and reporting.
• Contributing to broader risk initiatives that extend beyond individual portfolios.

Skills

Python programming

Quantitative analysis

Market risk

Energy/commodity trading knowledge

Tools

SQL

Job description

Senior Quant Risk Modeller - Energy & Commodity Risk

Use your modelling expertise to tackle complex challenges in energy markets and support better trading and investment decisions.

We're recruiting for a senior quantitative specialist to develop and improve the models used to assess market exposure and value energy portfolios. This role combines hands-on technical work with close collaboration across commercial, analytical and risk teams.

The role

You’ll translate market behaviour into practical models that help stakeholders understand portfolio value, uncertainty and risk.

Your responsibilities will include:

• Designing and enhancing pricing and risk models covering energy assets, trading activities and customer portfolios.
• Developing stochastic approaches to capture the behaviour of electricity, gas and other commodity markets.
• Testing model performance through calibration, historical validation and comparison against alternative methodologies.
• Working with traders, commercial teams and analysts to evaluate complex exposures and strengthen valuation approaches.
• Explaining model assumptions, findings and limitations clearly to senior stakeholders.
• Building reliable tools and data workflows in Python and SQL to support modelling, analysis and reporting.
• Contributing to broader risk initiatives that extend beyond individual portfolios.

Your background

• Several years of relevant experience in quantitative analysis, market risk or energy and commodity trading.
• A track record of building and implementing pricing, valuation or risk models used in a commercial environment.
• Strong understanding of energy market dynamics and the quantitative methods used to analyse them.
• Advanced Python skills and confident use of SQL.
• The ability to communicate technical findings clearly and connect them to business decisions.
• A practical, collaborative approach to improving models, tools and ways of working.