Head of Quantitative Risk Modelling (all)
ceed AG
Publication date:
05 March 2025Workload:
100%- Place of work:Bern
Job summary
Join BKW as a leader in quantitative risk management. Be part of a dynamic team!
Tasks
- Lead and develop a team of quantitative analysts and risk experts.
- Design and validate advanced quantitative models for risk management.
- Monitor and improve risk models for market dynamics and regulations.
Skills
- Advanced degree in Quantitative Finance or related field required.
- Proficiency in programming languages like Python or C++.
- Excellent communication and problem-solving skills essential.
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Your responsibilities
- Lead and develop a team of quantitative analysts and risk experts
- Design, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysis
- Continuously monitor, backtest, and improve risk models to ensure robustness and adaptability to evolving market dynamics, regulatory changes, and emerging risks
- Leverage advanced tools and mathematical techniques to enhance modelling capabilities
- Oversee risk reporting and develop dashboards with key risk metrics for internal stakeholders, including traders and senior management
- Work closely with trading desks to understand portfolio risks and provide strategic advice on risk mitigation strategies
Your skills
- Advanced degree (MSc/PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related field; professional risk certifications are a plus
- Several years of experience in quantitative risk management or analysis within a commodity trading or financial environment
- Deep understanding of financial markets, particularly commodity markets
- Proven leadership experience in managing teams and projects in high-performance settings
- Proficiency in programming languages such as Python or C++ and experience with modelling tools like MATLAB or R
- Excellent communication skills, problem-solving abilities, and a hands-on approach to addressing risk-related issues
Florian Witschi
Recruiting Partner
+41 58 477 55 59
We are not interested in enquiries from recruitment agencies.
We look forward to receiving your online application.
About us
BKW offers forward-looking total solutions in the areas of energy, buildings and infrastructure - internationally and in partnership. With around 12,000 employees, we build modern grids, generate renewable energy and realise energy-efficient buildings. We are looking for passionate people to join us in making a contribution to the society and environment of tomorrow. Become part of the BKW network and join us in creating living spaces worth living in!
