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Quantitative risk manager

Zürich
SET Swiss Energy Trading AG
Risk Manager
Inserat online seit: 11 März
Beschreibung

About us

SET Swiss Energy Trading AG is a boutique company specializing in natural gas trading across European markets. We provide tailored market access solutions for regional gas market participants and develop innovative structured products to meet evolving industry needs. Known for our flexibility and adaptability, we prioritize staying ahead of market standards and are committed to delivering a dynamic, supportive environment for professional growth. Join us to be part of a close-knit team driving progress in the evolving energy landscape.


Your Responsibilities:

* Modelling the market risks of energy trading transactions and portfolios (price, volume, temperature, etc.) as well as counterparty risks
* Valuation of energy derivatives, in particular forwards, futures, options and swaps
* Performing scenario analyses and stress tests
* Data analysis and processing, including reporting
* Developing and maintaining scripts in common programming languages to perform the above tasks and for IT-supported trading processes
* Model development and validation


Your Profile:

* Education: Higher education in a relevant field (e.g. mathematics, statistics & financial engineering, computer science or natural sciences with a quantitative focus and an understanding of probability theory)
* Very good programming skills with an interest in practical applications
* Languages: very good German or English skills
* Experience in the energy industry is an advantage
* Highly motivated to join and contribute to a small, experienced energy trading team


What We Offer:

* Competitive salary package
* Flexible work hours and remote working


Are you interested?

Please send your CV to yves.weisskopf@setrading.ch

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