Market Risk Manager

vor 1 Tag


Olten, Schweiz Alpiq Vollzeit

To strengthen our Market & Quantitative Risk team in Olten or Lausanne, we are looking for a motivated and team-oriented personality with high analytical skills and experience in risk management.

In close collaboration with various business and support functions, you will keep control of the market risks and enhance our methodologies and reports.
You will drive the development of our in-house risk management tools in a dynamic, cross-functional environment.

This is a great opportunity to work with highly skilled people from diverse backgrounds and nationalities to oversee risks across multiple markets and asset classes.

**Your main responsibilities**
- Advancing our risk metrics, models and our reporting
- Close interaction with Trading to understand positions and activities, advance collaboration with the business
- Risk assessment and simulations of proposed transactions, requirements and testing of new product setups
- Daily risk reporting and supervision of risk limits
- Assessments of market liquidity, PFC quality and valuation adjustments. Contact person for French business (regular travel to Paris)**Your profile**
- Master’s degree in a quantitative discipline (e.g., Science, Mathematics, Economics, Finance)
- Working experience as a Risk Manager or similar in a trading environment
- Strong background in financial modeling: option theory, valuation models and risk metrics.
- Strong programming skills (Python)
- Highly motivated team player with the ability to drive topics forward
- Proficient in English
- As a plus: Proficiency in French, experience with power markets, experience with ETRM systems and deal modeling, knowledge about SQL, data modeling and data pipelines and forward curve models.

**Your benefits**
- Generous annual leave incl. bridge days and free working days between Christmas and New Year
- Opportunity of 5 days flexible leave
- Very good social benefits and excellent pension fund contributions, optional additional savings contribution (tax free)
- Financial contribution to daycare center costs and voluntary family allowance
- Free barista coffee and fruit
- Various flexible work models
- Financial and/or time support for further education
- Complete benefits overview

**What is also important to us**:
**Diversity and inclusion**

**Data protection**

**Application process**
- Alina Tauscher


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