Senior Market Risk xpert - Essen, Deutschland - E
Beschreibung
E.ON SE | Permanent | Full time
E.ON is one of the strongest operators of European energy networks and energy-related infrastructure, as well as a provider of advanced customer solutions for more than 50 million customers.
By focusing on two sustainable growth areas and with the acquisition of innogy, we are ideally positioned to drive the energy transition in Germany and Europe.
At E.ON diversity matters. We welcome all people and are convinced that differences make us stronger. Become part of our inclusive and diverse company cultureAreas of responsibility
- Review new products or transactions to identify and quantify their risks (e.g. PPAs, take or pay contracts, gas storages, virtual power stations, B2B sales deals).
- Quantify portfolio effects and correlations between RUs and between different risk types.
- Facilitate best practice transfer between Risk units.
- Liaise with E.ON Energy Market (EEM) traders, originators and sales staff to understand and challenge proposed hedging strategies and commodity contracts
- Develop, maintain, and enhance quantitative risk models to assess and price market risks for our energy trading and customer portfolios.
- Drive and enhance E.ON Energy Markets and CS's risk/ reward profile; calculate risk bearing capacity for E.ON's commodity risks
- Monitor the performance of risk models and suggest improvements based on new research and industry trends.
- Prepare and deliver adhoc analysis, reports and presentations for stakeholders and E.ON SE committees (Market Committee, Risk Committee)
- Interface with various central and unit stakeholders: Regional Risk functions, Energy Markets (central and RU functions), Group Risk, Counterparty Risk, Finance, commercial functions.
Your profile
- University degree in a quantitative/financial/information technology or risk management discipline.
- Good working knowledge of VaR, option theory, econometrics.
- Solid knowledge of financial instruments (Futures, Swaps, Forwards, Options) and their valuation.
- Excellent understanding of commodity markets (power, gas, certificates) and underlying energy economics.
- Proficient with SQL based data modelling and data engineering using Cloud technologies and a keen interest to practically work with further integrating, automating and expanding our reporting setup.
- Sound experience with cloud environment, infrastructure handling and programming (esp. Python)
- Strong analytical skills, accurate and attention to detail.
- Relevant experience in risk management or trading within an investment bank, hedge fund, consulting or energy trading company.
- Proactive, good communicator and team player
- Enthusiastic and agile approach to work with a drive to learn and make continuous improvements.
- Languages: English, German would be advantageous.
What we offer
Be part of E.
ON SE, the holding company of the group, and benefit from:
- An
integrated overview of the entire E.ON Group - Wideranged and tailormade
training portfolios and job entry programs - Additional occupational
pension scheme as well as saving benefits - Support of
worklife balance with flexible workinghours and family service in terms of arrangements for childcare - Promoting
health and wellbeing at work by medical screenings, companyowned gym and opportunity to attend the Ruhrgas-Sports community
Corporate benefits for E.ON shares, VRR jobtickets, free car park, meal subsidy as well as special discounts with well-known brands and providers
Do you have questions?
What you need to know:
Contract type:
Permanent:
Working time:
Full time
Company:
E.ON SE
Function area:
Corporate Development / Strategy
Mehr Jobs von E
-
Referent (M/w/d) Online Content
Munich, Deutschland - vor 1 Woche
-
Fachkraft (M/w/d) Messdatenmanagement
Niederzier, Deutschland - vor 2 Wochen
-
Teamleiter (M/w/d) Zielnetzplanung Assetmanagement
Salzgitter, Deutschland - vor 1 Woche
-
Senior Vice President Digital Sales
Munich, Deutschland - vor 2 Wochen
-
Projektleiter (M/w/d) Abfallmanagement
Salzgitter, Deutschland - vor 2 Wochen
-
Werkstudent:in Operations
Munich, Deutschland - vor 1 Woche