Quantitative Risk Analyst

Quantitative Risk Analyst role focused on quantifying and monitoring market risk across long-term, intraday, and asset-backed trading positions (including VaR, stress testing, and scenario analysis). Develop and continuously improve risk models calibrated to energy market dynamics (power, gas, emissions) across multiple countries and exchanges, and quantify/hedge market risk exposure from long-term asset contracts. Design risk metrics and limits for trading strategies, ensuring alignment between model assumptions and live market behavior. Collaborate closely with traders, quants, data engineers, and developers to embed risk thinking into the full trade lifecycle—from strategy design through settlement. The position requires strong Python/data-analysis skills, a background in financial modeling, and the ability to translate ambiguous risk problems into tractable models with clear communication to non-technical stakeholders. A pragmatic, production-focused mindset and fluency in English are essential.