You further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader Group risk topics
Developing stochastic power price models and quantitative approaches for complex energy and commodity markets forms a key part of your day-to-day work
You ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance
Together with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions
Quantitative insights and risk analytics are prepared by you for Risk Committees, senior management, and other key stakeholders in a clear and actionable way
You help shape scalable and maintainable modelling, data, and reporting solutions while contributing to the evolution of the analytical tech landscape ...