Head of Quantitative Risk Modelling (all)
Ready to lead and build a team of quantitative analysts and develop our risk modelling further? We're looking for a leader to drive innovation, enhance our risk models, and provide strategic insights in a dynamic and fast-paced trading environment.
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
What you can look forward to
* Fair and market-oriented compensation
* Flexible working models
* Customized training and development opportunities
* Comprehensive health management
* Advanced infrastructure
At a glance
* Company: BKW Management AG
* Job location: Viktoriaplatz 2, 3013 Bern
* Employment level: 50-100%
* Remote work: Partially possible
* Job sharing: Possible
* Field of work: Finance
* Position: Management responsibility
* Employment type: Permanent contract
* Reference number: S-25581
Questions about the position
Elena Beck
Head of Risk Management
elena.beck@bkw.ch
Questions about the application process
Florian Witschi
Recruiting Partner
+41 58 477 55 59
We use the term 'all' in our job titles because the BKW Group values a diverse workforce and welcomes applications from all sections of the community regardless of age, gender, social or ethnic origin, skin colour, nationality, language, sexual orientation/identity or religion.
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