job I/O- Virtual Job Event am 21.10.
job I/O- IoT & Embedded Systems: Triff 20 IT-Arbeitgeberlive am 21.10.202114:00 - 18:00.
Jetzt kostenlos anmelden!

Quantitative Analyst (m/f/d) in Risk Methods

Aachen

Forschung
MATLAB
Python
SQL
Support

You will support our Risk Management team in Aachen in development of valuation and risk models.

Your role

  • Develop and review the existing valuation methods for complex commodity products
  • Review, re-design and maintain the methodological framework for key risk figures (value at risk, expected shortfall, option price models, valuation curves, risk premium, etc.)
  • Improve the automation of the model applications within Matlab and Python
  • Support daily operations of risk management, analyse the risks and review the model calibration regularly
  • Ensure teamwork with risk analysts and other stakeholders, document the research, results and implemented (changes to) models

Your profile

  • Degree in mathematics, physics or computer science
  • Experience with methods and models in a comparable role
  • Good knowledge in programming with Python and Matlab as well as experience in working with databases (SQL)
  • First experience in commodity trading
  • Strong analytical and numerical skills
  • Proactive attitude and motivation to drive new developments as well as structured way of working
  • Good communication skills
  • Fluent English required as well as willingness to learn German

Our offer

  • Open corporate culture and motivated colleagues
  • Performance-oriented remuneration, incl. retirement provision
  • Very good development perspectives
  • Flexible working hours within the framework of the trust-based working time
  • Own canteen and free catering with regional fruit, sweets and beverages
  • Regular corporate events (New Year‘s party, summer party, so-called offsite team events)
  • Gym, sports groups and sports events
  • Daycare subsidy and parent-child office

Are you energized? Then apply!

Become part of our open corporate culture in the midst of a fast-growing and dynamic environment and shape the transition to renewable energy with your know-how. Simply apply for this position by stating your earliest possible start date and your salary expectations online via our application portal www.ich-bin-energie.de.

For preliminary information, please contact Michelle Sauer (phone: +49 241 413 20-415). We are looking forward to your application.

Job-Infos
Berufsfelder
Business Analysis
Risk / Compliance Management
Studienfächer
Informatik
Informationstechnik
Mathematik
Naturwissenschaften
Wirtschaftsinformatik
Abschluss
Ausbildung
Bachelor
Master/Diplom

Anzeige

PWC event 2021
PWC event 2021
Unternehmen