Risk Quant Validation/Modelling (m/f/d) - Trading

EnBW; Karlsruhe; Vor Ort; EUR 60.000 - 90.000; Vollzeit

Zusammenfassung

A leading company in the energy sector is seeking an experienced model developer/validator to strengthen their Enterprise Risk team. The role involves developing risk measurement models, conducting quantitative analysis, and validating algorithms. Ideal candidates will have a strong quantitative background and programming skills, alongside experience in the commodities or finance sector.

Leistungen

30 days annual leave

Vacation pay and Christmas bonus

Profit-sharing

Company pension scheme

Energy price discount

Child bonus

Leasing options for mobile devices and bicycles

Flexible working models

Qualifikationen

• 3-5 years of professional experience in modelling or model validation, preferably in commodities or finance.
• Knowledge of European energy markets and trading instruments is advantageous.

Aufgaben

• Develop and enhance models for risk measurement within Enterprise Risk.
• Conduct quantitative analysis and validation of trading algorithms.
• Transfer existing models to the central risk calculation platform, including testing and documentation.

Kenntnisse

Programming languages: Python

Programming languages: C++

Programming languages: C#

Quantitative analysis

Communication skills

Ausbildung

University degree in mathematics, physics, economics, or related field

Jobbeschreibung

We want our employees to feel secure – in every aspect. That is why we value stable working relationships, safely equipped workspaces, regular health checks and individual onboarding and development. Financial extras such as allowances provide additional security.

Further benefits :

• 30 days annual leave
• Financial extras such as vacation pay and Christmas bonus, profit-sharing, an employee savings plan, company pension scheme, energy price discount and child bonus
• Leasing options for mobile devices and bicycles
• Flexible working models such as part-time hours and home office
• about our various employer benefits at a glance

A wide range of tasks

• The Enterprise Risk team aggregates and independently monitors the overall risks at the EnBW Trading level, develops the risk capital concept, carries out the new product approval process, performs the risk inventory process, monitors limit utilization, defines and executes stress tests. The team is responsible for the risk governing documents, the validation of models as well as development of risk models and management of operational risks. In this environment, we are looking for an experienced modelling expert to further strengthen our Enterprise Risk team in our Trading business unit. In this role as "Model developer / model validator" you will work in close cooperation with the other modelling experts on a wide range of tasks: Develop and enhance models for risk measurement within Enterprise Risk and for Credit and Market Risk. Design and implement tools for risk evaluation and management. Conduct quantitative analysis and validation of trading algorithms. Transfer existing models to the central risk calculation platform, including testing and documentation. Perform regular and ad-hoc validations of valuation and risk models in compliance with regulatory guidelines.
• University degree in mathematics, physics, economics, or a related quantitative field.
• 3-5 years of professional experience in modelling or model validation, preferably in commodities or finance.
• Proficiency in programming languages such as Python, C++, or C#.
• Strong communication skills with the ability to collaborate effectively with traders and quants.
• Knowledge of European energy markets and trading instruments is advantageous.