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(Senior) Quantitative Risk Analyst

Företag Vattenfall AB


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(Senior) Quantitative Risk Analyst

About the job

Financial Risk is more important than ever, do you want to shape the future?   

In this position, you enhance transparent risk management with your quantitative expertise and have direct impact on Vattenfall’s risk profile and hedging strategy.

Risk Management, as second line of defense, has the overarching responsibility and is accountable for the risk management framework within Vattenfall. This includes securing risk governance in Vattenfall, the coordination and safeguarding of risk control and providing transparency of Vattenfall’s risk positions, as well as decision making support for the business and top management.

Financial Risk, as a sub-function of Risk Analysis, ensures the overall Vattenfall perspective with respect to all financial risks. For this Financial Risk provides risk expertise in the field of quantitative risk modelling and shapes and manages the top-down perspective and risk aggregation within the Enterprise Risk Management Process. Financial Risk is responsible for analyses of hedging strategies and steering of group commodity exposures, as well as works in close collaboration with our Energy Trading Function on model validation for valuation and risk measurement models.

That is why we are now looking to hire a (Senior) Quantitative Risk Analyst.

The (Senior) Quantitative Risk Analyst will be located in Hamburg or Stockholm.
Your role / what will you do? 

With your quantitative expertise and programming skills, you will perform model validations, develop own risk models, and answer business and top-management questions. 
Your tasks and responsibilities: 

  • Model validation of valuation and risk models which are used throughout the entire business, including autonomous trading algorithms

  • Conception, development, implementation and execution of models for risk measurement beyond traditional value-at-risk calculations to cope with the complexity of the Vattenfall portfolio

  • Methodological and operational responsibility of the validation processes for non-standard price and risk models

  • Liaise with and support colleagues from business, group functions and within Risk on a regular basis with respect to risk methodology

  • Provide expertise in the field of risk response methodologies and practical applications (hedging, portfolio effect, etc.)

  • Ability to analyse real world problems by means of quantitative models and translate model results back into a broader context

Hamburg or Stockholm

Your profile

Your profile / who are you? 

As our (Senior) Quantitative Risk Analyst you will bring practical experience in quantitative modelling, strong skills in programming (Python and/or Matlab) and ideally some practical experience within the energy industry, especially energy trading.

Next to this you bring: 

  • University degree within a relevant area (economics, mathematics, etc.)

  • At least 5 years of work experience

  • Both financial and fundamental understanding of the energy/power market

  • Good understanding of quantitative finance and economics and related risk management principles

  • Ability to work independently

  • Strong interpersonal skills with the ability to communicate with commercial/technical colleagues and stakeholders alike

  • Team player with analytical mindset and personal balance of pragmatism and creativity

  • Ability to explain complex content in comprehensive format

  • Strong command of English, verbally and written

Additional information

Our offer 
Good remuneration, a challenging and international work environment, and the possibility to work with some of the best in the field. You will be working in interdisciplinary teams and you can always count on support from committed colleagues. We offer attractive employment conditions and opportunities for personal and professional development. 

More Information 
We welcome your application in English no later than March 28, 2023. We kindly request that you do not send applications by any means other than via our website as we cannot guarantee that we will be able to process applications that are not made via our website. 
For more information about the recruitment process you are welcome to contact our recruiter Madelaine Boomgaarden via phone: +49 30 8182 2609. 

At Vattenfall we are convinced that diversity contributes to build a more profitable and attractive company and we strive to be good role model regarding diversity. Vattenfall works actively for all employees to have the same opportunities and rights regardless of gender, ethnicity, age, transgender identity or expression, religion or other belief, disability or sexual orientation. 
We look forward to receiving your application!

The application process will be processed continuously until the end of the period.

About the company

Vattenfall is a European energy company with approximately 20 000 employees. For more than 100 years we have electrified industries, supplied energy to people’s homes and modernized our way of living through innovation and cooperation. We now want to make fossil-free living possible within one generation. To be able to reach this ambitious goal we are looking for talented individuals who, in addition to their passion for their own role, also have strong team spirit and want to contribute to supporting a meaningful corporate mission. 

Dela detta jobb

(Senior) Quantitative Risk Analyst

Vattenfall AB