- Be responsible for identification, measurement, monitoring and mitigation of (market) risks in the European asset portfolio of this Energy Trading Company;
- Establishing him/herself as THE reference person for risk and commercial understanding of aspects of the generation portfolio towards Front and Middle Office;
- Be responsible for validating implementation of risk models embedded in 3rd party software, testing and validating risk models internally developed, participating in the selection of models, refining and re-assessing the methodologies and monitor market risk on a daily basis and reporting to Senior Management.
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- 2-4 years of quantitative research and risk management experience;
- Commercial thinking must be present;
- Experience with defining scope and implementation of IT projects;
- Very strong quantitative academic qualifications, ideally Master degree or PhD;
- Advanced VBA programming in Excel and Access; database development; SQL;
- Matlab experience present, or proven willingness to gain this experience in a short timeframe;
- Has or will develop theoretical or practical knowledge with Options Pricing Theory, stochastic processes, Monte Carlo simulation and/or VaR (Value at Risk) and stress testing with good knowledge of trading instruments.
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This company does not only endeavour to satisfy their customers, but also their close to 93,500 employees in over 30 countries. Because they make them what they are: one of the world’s largest investor-owned power and gas companies.
The Energy Trading branch has been launched to take advantage of the opportunities available in the developing European markets. Striving to become the best and most exciting integrated energy trading business in Europe, this company offers a fast-paced working environment with a culture of openness and high performance. With arguably the best portfolio of assets in Europe, this company offers an attractive business strategy, varied roles and competitive packages. |
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