294 days ago on recruitingapp-2692.umantis.com

Quantitative Risk Analyst

Axpo Gruppe

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Quantitative Risk Analyst

Axpo. Full of energy in Switzerland and in Europe.
The Axpo Group produces, trades and distributes energy reliably for more than 3 million people and several thousand companies in Switzerland and in over 20 countries throughout Europe. More than 4000 employees combine the expertise from 100 years of climate-friendly power production with innovative strength for a sustainable energy future. Axpo is an international leader in energy trading and in the development of tailor-made energy solutions for its customers.

For our Quantitative Risk Management Division at Axpo Trading AG in Baden, we are looking for a

Quantitative Risk Analyst

Your job:

  • Active involvement in front office initiatives providing valuation and risk management tools to support investment decisions in the area of gas and LNG business
  • Model development for valuation of complex and structured gas products e.g.  gas storage, full supply and tailored origination deals
  • Development of key performance indicators to perform part of the risk approval process
  • Enhancement of existing methodologies for risk measurement, valuation and stress testing
  • Presentation of results and initiatives to senior management

Your profile:

  • University degree with background in quantitative finance or an equivalent diploma such as Mathematics, Statistics etc. One of the following would be an additional asset: FRM/ERP, CQF, CFA, Master in Finance ETH or similar
  • In depth understanding of gas and LNG markets
  • Minimum of five years of  experience as  quantitative analyst  in a trading environment and/or risk management, preferably in gas, oil and energy business
  • In depth knowledge in pricing and valuation of complex and structured products
  • Strong understanding of quantitative methods for market and credit measurement and managements
  • Programming skills for prototyping and ad hoc solutions, preferably R, Matlab and C#
  • Ability to absorb new concepts quickly and solve problems efficiently
  • Fluent in English, German is an advantage

We provide you:

Within Axpo you will find a responsible position in an innovative and dynamic environment. We provide you with an entrepreneurial scope for decision making: You work independently, you perceive chances and realize them in a responsible manner. Therewith every employee generates an added value to Axpo. You will receive a targeted technical guidance and a cultural integration into your field of work as well as into Axpo. We offer attractive working and employment conditions within an international and intercultural, professional environment.

Please note: We don't consider applications from recruiting agencies for this role!

We look forward to receiving your complete online application.
Axpo | Louisa Kempfert | HR Manager Recruiting | +41 44 749 41 18