Senior Quant Risk Modeller (all)
Location Bern
You combine quantitative depth with practical market understanding and develop robust risk and valuation models for trading, asset portfolios, and Group-wide risk topics across dynamic energy and commodity markets.
Your field
- You further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader Group risk topics
- Developing stochastic power price models and quantitative approaches for complex energy and commodity markets forms a key part of your day-to-day work
- You ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance
- Together with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions
- Quantitative insights and risk analytics are prepared by you for Risk Committees, senior management, and other key stakeholders in a clear and actionable way
- You help shape scalable and maintainable modelling, data, and reporting solutions while contributing to the evolution of the analytical tech landscape
What you bring to the role
- Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets provide the foundation for your contribution
- You have hands-on experience developing and implementing risk, pricing, or valuation models in fast-moving market environments
- Complex dynamics across power, gas, and broader commodity markets can be analysed by you in a structured and commercially relevant way
- Strong Python and SQL skills, combined with modern analytical and software engineering practices, allow you to build robust quantitative solutions
- You navigate evolving technologies, processes, and market requirements with a pragmatic and solution-oriented mindset
- Collaboration across quantitative, commercial, and risk-focused teams comes naturally to you, and you communicate confidently with both technical and non-technical stakeholders
We are not interested in enquiries from recruitment agencies.
Questions about the application process
Olivier Dolder
Recruiting Partner
olivier.dolder@bkw.ch
Apply online at bkw.com/jobs
Lieu de travail
Viktoriaplatz 2
3013 Bern