PpBern, Canton of Bern, Switzerland /p h3Responsibilities /h3 pYou combine quantitative depth with practical market understanding and develop robust risk and valuation models for trading, asset portfolios, and group-wide risk topics across dynamic energy and commodity markets. /p pYou further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader group risk topics. /p pYou develop stochastic power price models and quantitative approaches for complex energy and commodity markets. /p pYou ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance. /p pCollaborating with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions. /p pYou prepare quantitative insights and risk analytics for Risk Committees, senior management, and other key stakeholders in a clear and actionable way. /p pYou help shape scalable and maintainable modelling, data, and reporting solutions while contributing to the evolution of the analytical tech landscape. /p h3Qualifications /h3 pSeveral 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. /p pAbility to analyse complex dynamics across power, gas, and broader commodity markets in a structured and commercially relevant way. /p pStrong Python and SQL skills, combined with modern analytical and software engineering practices. /p pPragmatic, solution‑oriented mindset navigating evolving technologies, processes, and market requirements. /p pCollaborative across quantitative, commercial, and risk-focused teams, communicating confidently with both technical and non‑technical stakeholders. /p /p #J-18808-Ljbffr