Your main responsibilities
- Serving as the leading expert within Middle Office Trading for options trading and gas storages
- Proactively fostering collaboration with Trading, Risk Management, Controlling, Back Office, Accounting, IT and other internal units
- Taking responsibility for the generation, validation and continuous improvement of various reports, including daily PnL, position / exposure, Risk and Management reporting
- Conducting Pre-Deal PnL and Risk assessments and checking internal trader marks and model calibration
- Ensuring Fair Value Adjustments and taking ownership of the overall book structure
- Identifying sources of error, resolving issues proactively and enhancing reports and deal representation in the trading systems
Your profile
Bachelor's or Master’s degree in mathematics, engineering or a similar quantitative disciplineMore than four years of experience working as a Risk Manager or in a similar role within a Trading environment, with strong exposure to option trading, ideally in the power and gas marketsHigh level understanding of derivatives pricing and general option theoryExperience with gas storage valuation models and strong understanding of European gas markets, including options, gas storages, swings and the energy value chainFamiliarity with Risk Management concepts such as VaR, optimal hedging and basis risksBasic SQL or Python skillsFluent in English; German or French is an advantageIf you are coming from a job portal, please click directly on “Apply now”!
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