Statkraft Markets and IT

For our office in Düsseldorf or Amsterdam we are currently looking to hire a

Quantitative Risk Analyst in Energy Markets (m/f/d)

Statkraft has been making clean energy possible for over a century. That’s what we offer. 125 years of unrivalled expertise in supplying the world with what it needs most. We envision a world that runs entirely on renewable energy. Because in the fight against climate change, we don’t see renewable energy as part of the solution – we believe it must be the solution. With us, you’ll shape a career that is truly forward-facing with many amazing opportunities and offerings to match.

But there’s more work to be done – that’s why we need you to join us.

Your department:

Finance & Risk support includes an international Risk organization where the Middle Office department constitutes an important part. The department’s responsibility is to be an independent evaluator and communicator of risk and value creation of market activities in Statkraft, with our focus being Statkraft’ s trading and origination business globally. The team also administers the mandate structure related to market activities from the board of directors down to the individual portfolios and communicates risk and performance to management.

The Risk Modelling Team is part of the Middle Office department and owns the risk models that are used by the market and credit risk teams.

Your role:

As part of the Risk Modelling team you will provide quantitative risk modelling services to the Middle Office in collaboration with the Front Offices. It includes the following responsibilities:   

  • Contribute to building and extending Statkraft’ s new environment for risk quantification to facilitate growth in trading and origination activities.
  • Contribute to the development of risk models covering physical energy assets, option trading, non-standard long-term contracts, and credit risk.
  • Calibrate, develop and improve the stochastic price scenario models.
  • Extend the code base for new types of non-standard contracts.
  • Provide guidance and increase the capabilities of the risk function in the areas of quantitative risk modelling and analytics.
  • Collaborate with other team members in the risk function and with front office in Europe.

About you:

  • MSc. or PhD in a quantitative field within mathematics, econometrics, physics, or engineering.
  • Detailed insight in the field of quantitative finance and risk (valuation, risk modelling, statistical analysis).
  • Experience and understanding of stochastic price scenario modeling and of the mathematics behind it.
  • Ideally professional experience in financial risk management in a trading environment.
  • Business oriented and hands-on approach to finding solutions.
  • Experience in modelling and programming (in particular Python) with the ability to implement complex derivatives models.
  • Understanding of energy markets and financial market concepts.
  • Proactive team player with integrity. Ability to communicate complex issues in a clear manner
  • Fluent in English, both written and spoken

Statkraft offers:

A career with Statkraft is a career filled with purpose – meaning that every employee is not just making a living, they are making a real difference to the planet, our communities and the future. Together, we work on the front lines of changing the game for renewable energy. From hydrogen development to algorithmic trading and everything in between. We have 125 years of unrivalled expertise in creating the technologies that put ecosystems, communities and our environment first. With us, you’ll shape a career that is truly forward-facing with many amazing opportunities and offerings to match. This includes:

  • Unlimited learning opportunities at various levels of the organisation including Linkedin Learning and inspiring leaderships program like IMD
  • The chance to grow your career alongside a truly global network of experts, leaders, specialists and graduates from different countries and backgrounds
  • The opportunity to work somewhere with pride, and to be able to honestly say “My work is contributing to saving the planet”
  • A work culture that puts emphasis on the individual, offering flexible working solutions, parental leave and work life balance principles (local specific)
  • Monetary childcare subsidy to support you and your family
  • A focus on fun outside of work, supported by various activity groups such as soccer, yoga, sailing, climbing, boxing, cabin rentals, and much more
  • Being part of a company proudly certified as a ‘Great Place to Work’ (Germany only).

Challenged?

For us the ideas of our committed and ambitious colleagues make the difference. If you want to share our passion for renewable energy and be a part of tomorrow’s energy world, please apply through our online application form.

Please note: Statkraft manages critical infrastructure and services in several countries. We conduct background checks on qualified applicants before hire.

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Region:

  • Nordrhein-Westfalen

Expected Start Date:

as soon as possible

Location:

Düsseldorf / Amsterdam

Contacts:

Raul Frincu (Talent Acquisition Specialist)

Mobile: +49 (0)163 912 0323

Company homepage:

http://www.statkraft.com

Office address:

0283 Oslo