Market Risk Manager

Join Our Dynamic Market & Quantitative Risk Team

We are seeking an engaging and proactive individual to contribute to our Market & Quantitative Risk team. The ideal candidate will take ownership of initiatives and work collaboratively with various business units, balancing both challenge and support. We are flexible regarding the level of experience and can adapt the role for junior or senior profiles.

Our team covers a diverse array of topics within the expanding commodity markets, including asset trading, origination, proprietary trading, weather derivatives, battery storage, Power Purchase Agreements (PPAs), structured deals, and algorithmic strategies. The role will involve developing and maintaining in-house risk models, making technical expertise in Python and a keen interest in backend infrastructure particularly advantageous.

This is a unique opportunity to become part of our organization, known for its distinctive culture, clear strategic purpose, and an internationally diverse environment.

Main Responsibilities

• Engage closely with the Trading team to understand exposures, risks, and operational needs, while fostering collaboration with the business.
• Conduct risk assessments and simulations of proposed transactions, analyzing the risks associated with new products and structures.
• Identify necessary process adjustments to adapt to dynamic markets and evolving portfolios.
• Oversee risk reporting and limit supervision.
• Perform assessments of market liquidity, model calibration, and valuation adjustments.
• Advance the development of risk controls, models, and reporting processes.

Your Profile

• Possess a Bachelor’s or Master’s degree in a quantitative discipline such as science, mathematics, economics, or finance.
• Have relevant prior experience in Power & Gas markets, trading, or risk management. We are open to varying levels of seniority.
• Demonstrate a solid understanding of power markets, valuation, risk measures, option theory, and stochastic processes.
• Exhibit strong programming skills in Python and show general technical aptitude.
• Be a motivated team player, capable of working effectively in a cross-locational setup.
• Fluency in English is essential.