Key Responsibilities:
Utilize your modeling, quantitative, and programming skills to design, develop, enhance, and maintain quantitative models and methods.
Serve as the central point of contact and take ownership of all model-related aspects in risk management for the heating sector in Berlin.
Validate and, when necessary, develop forward price curve models, stress tests, and price simulations.
Design, implement, and maintain quantitative methods and models in the IT infrastructure for energy and other risk dimensions.
Validate both in-house and external algorithms for position optimization on spot and balancing energy markets.
Collaborate with various departments to address management inquiries related to quantitative risks.
Your Profile:
Hold a relevant university degree in a highly quantitative subject or possess equivalent experience in the energy/finance/insurance sector.
Solid understanding of energy and financial markets, coupled with expertise in time series analysis, stochastics, and econometrics.
Substantial professional experience, particularly in energy and/or financial derivatives trading.
In-depth knowledge of methodologies and models for monitoring market price, credit, and liquidity risks.
Proficiency in IT and programming (e.g., MatLab, Python, VBA, SQL).
Familiarity with energy economics, especially in district heating generation and combined heat and power, is advantageous.
Exceptional communication, teamwork, and social skills, along with independence, initiative, resilience, and assertiveness.
Strong analytical and structured thinking, coupled with organizational talent.
Ability to translate real-world problems into quantitative models and convey model results effectively.
If you meet the requirements above and are interested in this exciting opportunity, please submit your application today. Our client offers a competitive salary and benefits package, as well as opportunities for career advancement within a dynamic and innovative international bank. For further information, please apply here or get in touch at: +49 30 166390128.
