Quantitative Risk Analyst (m/f/n)

Your tasks 

You will be part of the Strategy & Risk Management Team and you will contribute, next to daily Risk Management tasks, to the improvement and extension of quantitative models and tools used within the team and across the company, perform governance and limit controls as well as support the team’s other activities related to Market and Credit risk, Complex customer Pricing, Business Process and Data Management and Regulatory Impact Analysis & Reporting. 

•    You implement and calibrate methods and parameters for the valuation and risk indicator computation of Enovos Markets and Renewables portfolio of energy derivatives and assets 
•    You contribute to consulting internal clients on availability and appropriate usage of the risk-indicators 
•    You perform work on model analysis, creation, implementation, and testing related to VaR / EaR Indicators for Credit Risk and Market Risk as well as to Custome...