Further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader Group risk topics
Develop stochastic power price models and quantitative approaches for complex energy and commodity markets
Ensure regular calibration, backtesting, and benchmarking of models with focus on transparency, robustness, and model governance
Contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions with traders, originators, analysts, and risk managers
Prepare quantitative insights and risk analytics for Risk Committees, senior management, and key stakeholders
Help shape scalable and maintainable modelling, data, and reporting solutions

Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets
Hands-on experience developing and implementing risk, pricing, or valuation models in fast-moving market environments
Ability to analyse complex dynamics across power, gas, and broader commodity markets in a structured and commercially relevant way
Strong Python and SQL skills, combined with modern analytical and software engineering practices
Pragmatic and solution-oriented mindset to navigate evolving technologies, processes, and market requirements
Natural collaboration across quantitative, commercial, and risk-focused teams with confident communication to technical and non-technical stakeholders

Senior Quant Risk Modeller

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