Job Description
Bern, Canton of Bern, Switzerland
Responsibilities
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.
You further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader group risk topics.
You develop stochastic power price models and quantitative approaches for complex energy and commodity markets.
You ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance.
Collaborating with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions.
You prepare quantitative insights and risk analytics for Risk Committees, senior management, ...