Market Risk Specialist

vor 1 Woche


Olten, Solothurn, Schweiz Alpiq Vollzeit
Market Risk Manager

To strengthen our Market & Quantitative Risk team in Switzerland, we are seeking a highly motivated and analytical individual with experience in risk management.

In close collaboration with various business and support functions, you will oversee market risks and enhance our methodologies and reports.

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

Main Responsibilities:

  • Develop and advance our risk metrics, models, and reporting
  • Collaborate closely with Trading to understand positions and activities, and 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
  • Act as a 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


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