Senior Quant Risk Modeller (all)

Description du poste

You combine quantitative depth with practical market understanding and develop robust risk and valuation models for trading, asset portfolios, and Group-wide risk topics across dynamic energy and commodity markets. Your field 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 What you bring to the role Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets provide the foundation for your contribution You have hands-on experience developing and implementing risk, pricing, or valuation models in fast-moving market environments Complex dynamics across power, gas, and broader commodity markets can be analysed by you in a structured and commercially relevant way Strong Python and SQL skills, combined with modern analytical and software engineering practices, allow you to build robust quantitative solutions You navigate evolving technologies, processes, and market requirements with a pragmatic and solution-oriented mindset Collaboration across quantitative, commercial, and risk-focused teams comes naturally to you, and you communicate confidently with both technical and non-technical stakeholders We are not interested in enquiries from recruitment agencies. Questions about the application process Olivier Dolder Recruiting Partner Write an email Apply online at bkw.com/jobs