Head of Quantitative Risk Modelling

Vor 5 Tagen


Bern, Schweiz BKW Energie AG Vollzeit
Head of Quantitative Risk Modelling (all)Ready to lead and build a team of quantitative analysts and develop our risk modelling further? We're looking for a leader to drive innovation, enhance our risk models, and provide strategic insights in a dynamic and fast-paced trading environment.Your responsibilities
  • Lead and develop a team of quantitative analysts and risk experts
  • Design, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysis
  • Continuously monitor, backtest, and improve risk models to ensure robustness and adaptability to evolving market dynamics, regulatory changes, and emerging risks
  • Leverage advanced tools and mathematical techniques to enhance modelling capabilities
  • Oversee risk reporting and develop dashboards with key risk metrics for internal stakeholders, including traders and senior management
  • Work closely with trading desks to understand portfolio risks and provide strategic advice on risk mitigation strategies
Your skills
  • Advanced degree (MSc/PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related field; professional risk certifications are a plus
  • Several years of experience in quantitative risk management or analysis within a commodity trading or financial environment
  • Deep understanding of financial markets, particularly commodity markets
  • Proven leadership experience in managing teams and projects in high-performance settings
  • Proficiency in programming languages such as Python or C++ and experience with modelling tools like MATLAB or R
  • Excellent communication skills, problem-solving abilities, and a hands-on approach to addressing risk-related issues
What you can look forward to
  • Fair and market-oriented compensation
  • Flexible working models
  • Customized training and development opportunities
  • Comprehensive health management
  • Advanced infrastructure
At a glance
  • Company: BKW Management AG
  • Job location: Viktoriaplatz 2, 3013 Bern
  • Employment level: 50-100%
  • Remote work: Partially possible
  • Job sharing: Possible
  • Field of work: Finance
  • Position: Management responsibility
  • Employment type: Permanent contract
  • Reference number: S-25581
Questions about the position

Elena Beck
Head of Risk Management
elena.beck@bkw.ch

Questions about the application process

Florian Witschi
Recruiting Partner
+41 58 477 55 59

We use the term 'all' in our job titles because the BKW Group values a diverse workforce and welcomes applications from all sections of the community regardless of age, gender, social or ethnic origin, skin colour, nationality, language, sexual orientation/identity or religion.

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