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Senior Quant Risk Modeller (all)

Company

BKW

Location

bern, Switzerland

Type

Full-time

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, se...
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