Quant Risk Analyst
Včerejší
Alpiq Services CZ s.r.o.
Jungmannova 26/15, Praha-Nové Město
Vzdálenost od tebe uvidíš po zadání adresy ve výpisu nabídek.
Úvazek
Práce na plný úvazek
Smlouva
Pracovní smlouva
Benefity
Cell phone, Notebook, Contributions to the pension / life insurance, Flexible start/end of working hours, Meal tickets / catering allowance, Holidays 5 weeks, Educational courses, training, Cafeteria, Refreshments on workplace, Contribution to sport / culture / leisure, Sick days, Occasional work from home, Corporate events, 13th monthly salary, Foreign business trips, Self-organization of the job, Dedicated time for innovations
Vzdělání
Vysokoškolské / univerzitní
Jazyky
Angličtina (Pokročilá)
Zařazené
Ekonomika a podnikové finance, IS/IT: Konzultace, analýzy a projektové řízení
O pozici
Job description:
We are looking for an experienced (Senior) Quantitative Risk Analyst for the Prague branch of Alpiq, a Swiss energy company, located in the downtown area of Prague 1, with a multicultural team of over 160 employees.
As part of Market and Quantitative Risk Management you will advance our model risk management framework. You will independently validate quantitative models, in particular valuation and forward curve models, approve and challenge parameter updates and maintain our model inventory. Further, you will support risk management by advancing our risk metrics and methodologies.
Main Responsibilities:
Validate (+challenge, benchmark, back test) models employed in Trading
Periodic reviews of models and parameter updates
Propose model reserves
Develop and enhance quantitative models within risk management
Perform risk assessments, scenario analysis and simulations of proposed transactions
Drive effective cross-functional collaboration to support business growth while maintaining a strong risk framework
Communicate complex quantitative findings clearly to non-technical counterparts
Main Qualifications:
Strong academic background in a quantitative discipline
Expertise in derivatives pricing and financial modelling
Experience in building or validating valuation models
Solid understanding of power markets and traded products is very beneficial
Proficiency in Python for quantitative modelling and data analysis
Knowledge of SQL beneficial
Strong analytical thinking, problem-solving ability, and attention to detail
Ability to communicate complex concepts effectively to both technical and non-technical audiences
Nebo zkus mobilní apku
Uvidíš nabídky ve svém okolí a všechny své odpovědi budeš mít vždy po ruce
Naskenuj kód
Na Práci za rohem máš největší šanci najít si práci blízko domova a přestat dojíždět. Vybírej z volných míst a brigád po celém Česku, třeba v lokalitách Praha, Brno, Ostrava, Plzeň, Liberec, Olomouc, České Budějovice, Hradec Králové, Ústí nad Labem, Pardubice, Zlín, Havířov, Kladno, Most, Opava a mnoha dalších.
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