Senior Quant Risk Modeller
Core
Develop robust risk and valuation models for trading, asset portfolios, and group-wide risk topics across dynamic energy and commodity markets.
Role type
Senior quantitative risk modeller (energy/commodities)
Builds
Stochastic power price models and quantitative approaches for complex energy and commodity markets
Domain
Energy and commodity markets
Deliverable
production ML models
Required skills
Python, SQL, stochastic modeling, backtesting, benchmarking, model governance, portfolio analysis
Preferred skills
None stated
Technologies
None stated
Responsibilities
Develop quantitative risk and valuation models for asset, trading, and sales portfolios; Calibrate, backtest, and benchmark models with focus on transparency and robustness; Collaborate with traders, originators, analysts, and risk managers on market-consistent valuation approaches; Prepare quantitative insights and risk analyses for risk committees and senior management; Design scalable and maintainable modeling, data, and reporting solutions
Seniority
Senior, hands-on IC