Market Risk Manager H/F

Résumé du poste
CDI
La Défense
Salaire : Non spécifié
Télétravail fréquent
Expérience : > 2 ans
Éducation : Bac +5 / Master
Compétences & expertises
Sql
Python

Alpiq France
Alpiq France

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Le poste

Descriptif du poste

To strengthen our Market and Quantitative Risk Team, we are looking for a motivated and team-oriented personality with strong analytical skills and experience in the field.

During an initial few weeks in Olten, Switzerland, you will get to know the team and the details of our Asset, Origination and Trading activities. You will be based in our Paris office and have the responsibility to look after the French business. The bigger part of your time, though, you will work on interesting topics which are not location-specific, such as advancing our models and infrastructure or addressing group-wide risk questions which gives you a great exposure to Alpiq’s other activities on the European energy markets.

This is the perfect opportunity to work with highly skilled people from diverse backgrounds and nationalities where we constantly challenge ourselves and enjoy working on interesting questions.

Your responsibilities

  • Support the French Origination and Sales business with deal assessments and risk calculations

  • Daily risk reporting (VaR, Exposures, etc.)

  • Close interaction with Trading to understand positions and activities

  • Look into volume risks and develop/advance its modeling and reporting

  • Advance our other risk measures and models

  • Enhance our reports, tools and infrastructure


Profil recherché

  • Higher education in a quantitative discipline (e.g., Science, Mathematics, Economics, Finance); university degree

  • >2 years working experience as a risk manager or similar in a trading environment. Previous exposure to energy markets, in particular the French power market, is highly beneficial

  • Very good programming skills (especially in Python). Knowledge of SQL, data modelling, and data pipelines is beneficial. PowerBI experience is a plus.

  • Comprehensive understanding of market risk management methodologies, valuation techniques and option theory. Experience with counterparty risk methodologies is a plus.

  • Excellent quantitative and analytical skills

  • Languages : Written and spoken ability to communicate in French and English

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