Senior Risk Analyst

  • Posted: 06/12/2024
  • Salary: €95.000-€110.000
  • Location: Köln, Nordrhein-Westfalen, Germany
  • Job Type: Permanent/Fixed Term

On behalf of our client, a leading energy company, we are seeking an experienced Quantitative Researcher for the location Düsseldorf. This role entails developing and implementing sophisticated valuation and optimization models as software software solutions, with the opportunity to support trade desk. 

Tasks:

  • Development and implementation of state-of-the-art valuation and optimization models for trading
  • Cross-functional collaboration, particularly in communicating with traders and effectively conveying complex quantitative and technical concepts
  • Ensuring the effective use of the models and analyses of these models to support and improve financial management
  • Understanding business processes to deliver solutions. 
  • Advancing and utilizing technological solutions such as machine learning and cloud computing

Profile:

  • Degree in mathematics, physics, or a related STEM field with solid knowledge in mathematical and statistical methods; a PhD is a plus
  • 8 years + experience in developing quantitative financial models in a commercial environment; ideally with experience in energy markets and with interest rate and FX models
  • Experience with pricing and OTC derivates
  • Excellent knowledge of at least of two major program languages, such as C++, C#, Java or Python 
  • Knowledge of machine learning would be a plus 

We aim to be an equal opportunity recruiter and we are determined to ensure that no apllicatant receives less favourable treatment on the grounds of gender, age, disability, religion, belife, sexual orientation, marital status, or race, or is disadvataged by onditioins or requirements.

Milos Perovic Team Lead

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