Market Risk Manager

Join Our Team in Market and Quantitative Risk Management

We are seeking a talented individual to enhance our Market & Quantitative Risk team, where creativity and initiative drive our work. The ideal candidate will take ownership of projects, proactively engage with business stakeholders, and be prepared to challenge and support the team as needed. We are flexible regarding experience levels and encourage applicants from both junior and senior backgrounds.

Our team specializes in a wide array of topics, including all aspects of our operations in the commodity markets. This encompasses asset trading, origination, proprietary trading, weather derivatives, batteries, Power Purchase Agreements (PPAs), highly structured deals, and algorithmic strategies.

As we develop and maintain in-house risk models, proficiency in Python and a keen interest in technical development will be advantageous. This represents an exceptional opportunity within a culture that emphasizes clarity of purpose and diversity in an international setting.

Key Responsibilities

• Engage closely with the Trading team to comprehend exposures, risks, activities, and needs, fostering collaboration.
• Conduct risk assessments and simulations for proposed transactions, ensuring clarity on risks associated with new products and structures.
• Identify process changes required to adapt to evolving markets and portfolios.
• Oversee risk reporting and manage supervisory limits.
• Perform assessments of market liquidity, model calibrations, and valuation adjustments.
• Advance our risk controls, models, and reporting frameworks.

Candidate Profile

• Possess a Bachelor’s or Master’s degree in a quantitative discipline (e.g., science, mathematics, economics, finance).
• Bring relevant prior experience in Power & Gas markets, Trading, or Risk Management, with flexibility on seniority levels.
• Have a solid understanding of power markets, valuation, risk measures, option theory, and stochastic processes.
• Demonstrate strong programming skills in Python and a general technical aptitude.
• Be a motivated team player capable of functioning effectively in a cross-locational environment.
• Fluency in English is a must.