Role: Quantitative Risk Analyst
Location: Amsterdam, Netherlands
Blend quantitative analysis with risk management and develop models and algorithms to enhance trading strategies and support risk management at a fast-growing energy trading firm.
Responsibilities:
- Model Development: Create models for risk assessment and trading optimization.
- Data Analysis: Analyze data to inform strategies.
- Proactive Ideation: Generate insights to improve profitability.
- ETRM Implementation: Integrate and customize the ETRM system.
- Risk Monitoring: Identify and monitor trading risks.
- Reporting: Prepare PnL and position reports.
- Risk Modeling: Develop advanced risk models.
- Policy Implementation: Ensure compliance with risk policies.
- Market Modeling: Predict price movements and trends.
- Derivative Pricing: Price complex energy derivatives.
- Volatility Hedging: Develop volatility models and hedging strategies.
- Algorithmic Trading: Design trading models and strategies.
- Load Forecasting: Forecast electricity demand.
- Machine Learning: Implement ML models for trading.
- Backtesting: Validate models before deployment.
- Trader Support: Provide real-time analysis and tools.
- Data Infrastructure: Develop data pipelines for trading systems.
Requirements:
- Experience: 3-5 years in, preferably in gas and power trading.
- Education: Master's in Computer Science, Mathematics, Quantitative Finance, or related field.
- Technical Skills: Advanced Python, familiarity with C++ and SQL, strong quantitative skills.
- Analytical Skills: Data analysis and risk management experience.
- Teamwork: Effective collaboration skills
