Senior Risk Analyst

TN Germany; Köln; Vor Ort; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

A leading energy company seeks an experienced Risk Analyst to develop and implement advanced valuation and risk management models. The role involves collaboration across functions, utilizing machine learning and cloud computing to enhance financial risk strategies. Candidates should have a strong background in mathematics or physics, with extensive experience in quantitative financial modeling, particularly in energy markets.

Qualifikationen

• 8+ years of experience in developing quantitative financial models.
• Familiarity with numerical, optimization algorithms, and stochastic calculations.

Aufgaben

• Develop and implement valuation, risk management, and optimization models.
• Ensure effective use of models for financial risk management.

Kenntnisse

Collaboration

Communication

Ausbildung

Degree in mathematics

PhD

Tools

C++

C#

Java

Scala

Python

Jobbeschreibung

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On behalf of our client, a leading energy company, we are seeking an experienced Risk Analyst for the location Düsseldorf. This role entails developing and implementing sophisticated valuation, risk management, and optimization models as software solutions, with the opportunity to drive sustainable and innovative future energy supply.

Tasks:

• Development and implementation of state-of-the-art valuation, risk management, and optimization models as software solutions.
• Ensuring the effective use of the models and analyses of these models to support and improve financial risk management (market, credit, liquidity, and weather risks).
• Understanding business processes and effective cross-functional collaboration to deliver solutions.
• Advancing and utilizing technological solutions such as machine learning and cloud computing.
• Supporting the digital roadmap through machine learning and cloud computing.

Profile:

• Degree in mathematics, physics, or a related field with solid knowledge of mathematical and statistical methods; a PhD is a plus.
• 8+ years of experience in developing quantitative financial models in a commercial environment; ideally with experience in energy markets and with interest rate and FX models.
• Familiarity with numerical, optimization algorithms, stochastic calculations, as well as deep knowledge in the energy sector, particularly in pricing OTC products.
• Proficient in implementing complex quantitative models using languages like C++, C#, Java, or Scala; experienced with Python and ideally with cloud-based continuous development.
• Knowledge of machine learning and integration, along with coding skills, is crucial.
• Excel in cross-functional collaboration, particularly in communicating with traders and effectively conveying complex quantitative and technical concepts.

We aim to be an equal opportunity recruiter and are committed to ensuring that no applicant receives less favorable treatment on the grounds of gender, age, disability, religion, belief, sexual orientation, marital status, or race, or is disadvantaged by conditions or requirements.