Alpiq AG
Risk Technology Manager(m/w/x)
Full-timeOn-siteExperienced
Olten, Lausanne
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ALAlpiq AG
Quantitative Risk Manager(m/w/x)
Olten, Lausanne
Full-timeOn-siteExperienced
AI/ML
Data Science
Nejo AI Summary
Developing key risk indicators for energy transactions, incorporating price, volume, and non-linear effects. MSc/PhD in quantitative field and 2+ years in valuation/risk modeling required. 4-day work week, company car for private use.
Requirements
- MSc. or Ph.D. in Mathematical Finance, Mathematics, or related quantitative field
- At least 2 years of relevant experience in building valuation models, risk models, or quantitative frameworks
- Strong knowledge of stochastic calculus
- Experience in simulating price diffusions
- Practical understanding of derivative pricing
- Solid programming experience in Python, including Pandas and NumPy
- Knowledge of relational database design, SQL and Oracle
- Experience with GitLab or similar version control tools
- Knowledge of power and gas markets and products, understanding of core risk management concepts (plus)
- Experience with machine learning concepts (advantage)
- Appreciation for working in a diverse team of risk managers
Tasks
- Develop and advance key risk indicators for energy transactions
- Incorporate price, volume, and non-linear effects into risk indicators
- Implement mathematical and statistical models for non-linear risk measurement
- Perform full revaluation to measure non-linear risks
- Validate valuation models developed by the Front Office
- Design and maintain consistent, correlated simulations of risk factors
- Integrate key risk indicators and models into risk infrastructure
- Collaborate with the team on conceptual and technical integration
Work Experience
- 2 years
Education
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- Pandas
- NumPy
- SQL
- Oracle
- GitLab
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Alpiq AG and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
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ALAlpiq AG
Quantitative Risk Manager(m/w/x)
Olten, Lausanne
Full-timeOn-siteExperienced
AI/ML
Data Science
Nejo AI Summary
Developing key risk indicators for energy transactions, incorporating price, volume, and non-linear effects. MSc/PhD in quantitative field and 2+ years in valuation/risk modeling required. 4-day work week, company car for private use.
Requirements
- MSc. or Ph.D. in Mathematical Finance, Mathematics, or related quantitative field
- At least 2 years of relevant experience in building valuation models, risk models, or quantitative frameworks
- Strong knowledge of stochastic calculus
- Experience in simulating price diffusions
- Practical understanding of derivative pricing
- Solid programming experience in Python, including Pandas and NumPy
- Knowledge of relational database design, SQL and Oracle
- Experience with GitLab or similar version control tools
- Knowledge of power and gas markets and products, understanding of core risk management concepts (plus)
- Experience with machine learning concepts (advantage)
- Appreciation for working in a diverse team of risk managers
Tasks
- Develop and advance key risk indicators for energy transactions
- Incorporate price, volume, and non-linear effects into risk indicators
- Implement mathematical and statistical models for non-linear risk measurement
- Perform full revaluation to measure non-linear risks
- Validate valuation models developed by the Front Office
- Design and maintain consistent, correlated simulations of risk factors
- Integrate key risk indicators and models into risk infrastructure
- Collaborate with the team on conceptual and technical integration
Work Experience
- 2 years
Education
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- Pandas
- NumPy
- SQL
- Oracle
- GitLab
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Alpiq AG and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
About the Company
Alpiq AG
Industry
Other
Description
Das Unternehmen verantwortet das Management nuklearer Beteiligungen und sichert die Leistungsfähigkeit der Assets.
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