Bord Gais Energy Ltd is seeking a Quantitative Risk Manager in Aalborg, Denmark, to join their Transaction and Quantitative Risk team. The role involves advising on model development and validation for various risk assessments within a dynamic energy trading environment
Job Summary
The role involves advising on model development for valuation and risk measurement while validating Front Office models.
You will contribute to the design and implementation of Market, Credit, and Liquidity Risk models including Value at Risk and CVA/DVA.
Centrica Energy is a global renewable energy trading company committed to driving the green transition and offering sustainable energy costs.
Matching Summary
Match Score: 85
Bord Gais Energy Ltd is seeking a Quantitative Risk Manager in Aalborg, Denmark, to join their Transaction and Quantitative Risk team. The role involves advising on model development and validation for various risk assessments within a dynamic energy trading environment.
Skills & Requirements
Must-have
Educational background in quantitative subject
Excellent modeling and programming skills
Python or similar exposure required
Understanding of energy commodity markets
Ability to review and validate complex models
Nice-to-have
Strong team working and influencing skills
High attention to detail in numerical analysis
Appetite for practical problem solving
Clear communication with senior management
Experience in fast-moving commercial environment
Key Requirements
Degree in Mathematics, Quantitative Finance, Economics, Sciences, Engineering
Strong understanding of quantitative finance and risk issues
Ability to work under pressure and tight deadlines