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Market Risk Specialist

vor 2 Monaten


Olten, Solothurn, Schweiz Alpiq Vollzeit
Market Risk Manager

We are seeking a highly motivated and analytical individual to join our Market & Quantitative Risk team in Olten or Lausanne. As a Market Risk Manager, you will play a key role in identifying and mitigating market risks across multiple markets and asset classes.

Main Responsibilities:
  • Develop and maintain risk metrics, models, and reporting frameworks
  • Collaborate closely with Trading to understand positions and activities, and advance collaboration with the business
  • Assess and simulate proposed transactions, and test new product setups
  • Provide daily risk reporting and supervise risk limits
  • Assess market liquidity, PFC quality, and valuation adjustments
Requirements:
  • 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