Quantitative Risk Analyst (m / f / n)

Enovos Luxembourg; Lu; In loco; EUR 35.000 - 50.000; Tempo pieno

Descrizione del lavoro

A leading energy firm in Italy is seeking an Entry Level Quantitative Risk Analyst. You will contribute to the Strategy & Risk Management Team, working on risk indicators, governance, and pricing infrastructure. Ideal candidates should have a background in risk analysis and quantitative modeling. This full-time position offers an opportunity to work on complex market and credit risk tasks in an engaging environment.

Competenze

• Experience with valuation and risk indicators in energy derivatives.
• Knowledge of model creation and testing for Credit Risk and Market Risk.
• Ability to support complex customer pricings.

Mansioni

• Implement methods for valuation and risk computation.
• Contribute to internal consulting on risk indicators.
• Perform model analysis and testing related to risk.

Conoscenze

Risk analysis

Quantitative modeling

Data management

Cloud infrastructure

Descrizione del lavoro

Overview

Join to apply for the Quantitative Risk Analyst (m / f / n) role at Enovos Luxembourg. You will be part of the Strategy & Risk Management Team and contribute to daily Risk Management tasks, improve and extend quantitative models and tools, perform governance and limit controls, and support activities related to Market and Credit risk, Complex customer Pricing, Business Process and Data Management, and Regulatory Impact Analysis & Reporting.

Responsibilities

• Implement and calibrate methods and parameters for the valuation and risk indicator computation of Enovos Markets and Renewables portfolio of energy derivatives and assets.
• Contribute to consulting internal clients on availability and appropriate usage of the risk-indicators.
• Perform work on model analysis, creation, implementation, and testing related to VaR / EaR indicators for Credit Risk and Market Risk, as well as to Customer Pricing and Regulatory Reporting.
• Automatize and optimize the processes in the department and implement related tools and data flows, and further develop and improve the cloud-based infrastructure of the department.
• Maintain, challenge, and improve current policies and governance documents.
• Support the review and modelling of business processes and data management across the company with focus on effective and efficient controls and risk mitigation.
• Execute customer Credit Risk checks and define and monitor limits for wholesale counterpart exposure.
• Support complex customer pricings and the maintenance of the back-end pricing infrastructure.

Details

• Seniority level: Entry level
• Employment type: Full-time
• Job function: Other
• Industries: IT Services and IT Consulting