Key Role in Strengthening Client's Risk Modelling Capabilities
The Quantitative Risk Analyst plays a pivotal role in enhancing our client's risk modelling capabilities in trading. Based in Bern, this position supports real-time decision-making by developing models and tools that assess and monitor market risk across complex portfolios.
Responsibilities and Expectations
* Build, maintain, and enhance market risk models for power products to drive accurate risk assessment and mitigation.
* Develop advanced tools for pricing, PnL attribution, and stress testing to ensure robust decision-making.
* Collaborate with traders, quants, and IT professionals to guarantee the integrity of data and methodologies.
* Contribute to model validation and documentation, adhering to internal standards and best practices.
Requirements and Qualifications
* A degree in quantitative finance, applied mathematics, physics, or engineering is essential for this role.
* Experience in a quant or risk position, preferably within power or energy trading, is highly desirable.
* Proficiency in Python and working with large datasets is mandatory.
* Knowledge of derivative pricing, time series modelling, and market risk metrics is crucial.
* A precise, analytical mindset and ability to translate models into practical tools are essential for success.
* Fluency in English is required; proficiency in German is an added advantage.