Financial Mathematician for Quantitative Risk Modelling & Pricing - Time Series Analysis (f / m / d)

E.ON Energy Markets GmbH; Essen; Hybrid; EUR 70.000 - 90.000; Vollzeit

Zusammenfassung

A leading energy trading company in Germany is seeking an experienced Quantitative Risk Manager to enhance risk management for its trading portfolio. The ideal candidate will have a Master's or PhD in a quantitative field, strong Python skills, and 3+ years in risk modeling. Responsibilities include shaping the risk management function, mentoring junior team members, and developing statistical models. This role offers hybrid work options and various benefits to support work-life balance.

Leistungen

Flexible working hours

Hybrid work model

Employee discounts

Health and nutrition benefits

Personal growth opportunities

Qualifikationen

• 3+ years of experience in quantitative risk modelling or pricing, preferably in energy trading.
• Solid understanding of stochastic processes and Monte Carlo simulation.
• Experience with data-driven/ML techniques for forecasting or model calibration.

Aufgaben

• Shape quantitative risk management function for a growing trading portfolio.
• Take ownership of quantitative models from prototype to cloud-native implementation.
• Mentor juniors and help them grow their quantitative skills.

Kenntnisse

Python programming

Quantitative risk modeling

Analytical skills

Collaboration and teamwork

Ausbildung

Master's or PhD in a quantitative field

Tools

NumPy

pandas

SciPy

SQL

Azure

Jobbeschreibung

Responsibilities

• Work in a highly experienced, collaborative, international, fun team that sits at the heart of E.ON’s new energy trading and procurement unit.
• Help shape the quantitative risk management function for a fast-growing trading portfolio spanning power, gas, options, complex financial and physical derivatives, and structured customer business.
• Take end-to-end ownership of models: from idea and research, through prototype, to robust, cloud-native production implementation.
• Develop, maintain, and enhance quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios.
• Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio, and business level.
• Implement models and analytics in Python as part of a modern cloud-native stack (e.g. Azure, containerized services, Snowflake-based data platform), following clean code and DevOps practices (Git, CI/CD, testing).
• Use and further develop data-driven and ML-inspired approaches (e.g. time series models, tree-based models, regularization, feature engineering) where they add value to risk management and pricing.
• Closely collaborate with Trading, Market and Credit Risk, Finance and Tech in agile projects to solve real business problems and deliver tangible value.
• Translate complex quantitative concepts into clear, actionable messages for senior, non-technical, and executive stakeholders and continuously explore new methods and research in risk modelling, quantitative finance and data science – and bring the most useful ideas into our production landscape.
• Mentor juniors, working students and interns, helping them grow their quantitative, coding and business skills.

What you bring

• A Master’s or PhD in a quantitative field (Mathematics, Physics, Statistics, Financial Mathematics, Computer Science, Engineering or similar).
• 3+ years of experience in quantitative risk modelling, valuation, or pricing – energy trading experience is a strong plus, but we’re also open to candidates from other asset classes with genuine interest in power & gas.
• Strong Python skills and experience with the scientific stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks.
• Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome.
• Practical exposure to data-driven / ML techniques for forecasting, scenario generation or model calibration is a plus.
• Experience working with databases and cloud / data platforms (SQL, Snowflake, Azure, or similar) is a plus.
• Excellent analytical and problem‑solving skills, with a pragmatic mindset and strong attention to detail.
• A self‑starter, hands‑on mindset : you enjoy taking ownership, working in cross‑functional teams and driving topics from idea to implementation in a dynamic environment.
• Willingness to work collaboratively: pair coding, code reviews.
• Very good communication skills in English (German and Italian are a plus) and the ability to explain complex topics to non‑quants.

Benefits

To keep you motivated and healthy we are offering you the following benefits :

• Flexibility: hybrid work model, flexible working times, sabbatical or additional vacation opportunities allowing great work‑life balance
• Working from abroad: up to 20 days in the European economic area
• Flat hierarchies: interdisciplinary and very cooperative working style providing room for own ideas
• Modern work environment: workplace according to digital and ergonomic standards
• Personal growth: life‑long independent learning making use of a broad range of opportunities working with the newest technology and state‑of‑the‑art trainings
• Family service support: services in the areas of childcare, holiday care, nursing support or everyday assistance
• Nutrition & Health: wide selection of fresh meals and drinks in our subsidised bistro and canteen as well as various health offers (e.g. physiotherapy, flu vaccinations, mental health)
• Corporate Benefits: employee share program, pension scheme, employee discounts, special insurances (and much more)
• A central location: very good public transport connection, free parking and charging points for e‑vehicles
• Individual mobility: private car and bicycle leasing

Inklusion

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