Your main responsibilities
* Serving as the leading expert within Middle Office Trading for options trading and gas storages
* Proactively fostering collaboration with Trading, Risk Management, Controlling, Back Office, Accounting, IT and other internal units
* Taking responsibility for the generation, validation and continuous improvement of various reports, including daily PnL, position/exposure, Risk and Management reporting
* Conducting Pre-Deal PnL and Risk assessments and checking internal trader marks and model calibration
* Ensuring Fair Value Adjustments and taking ownership of the overall book structure
* Identifying sources of error, resolving issues proactively and enhancing reports and deal representation in the trading systems
Your profile
* Bachelor's or Master’s degree in mathematics, engineering or a similar quantitative discipline
* More than four years of experience working as a Risk Manager or in a similar role within a Trading environment, with strong exposure to option trading, ideally in the power and gas markets
* High level understanding of derivatives pricing and general option theory
* Experience with gas storage valuation models and strong understanding of European gas markets, including options, gas storages, swings and the energy value chain
* Familiarity with Risk Management concepts such as VaR, optimal hedging and basis risks
* Basic SQL or Python skills
* Fluent in English; German or French is an advantage
If you are coming from a job portal, please click directly on “Apply now”!
You can find the detailed job description & many more jobs here:
#J-18808-Ljbffr