Market Risk Manager
Market Risk Manager
Alpiq Group
Olten, Switzerland
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.
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