Location: hybrid with 2/3 days from either the Zurich or Bern office
A leading international energy trading and commodities company is seeking a Senior Quant Risk Modeller to support the development and enhancement of quantitative risk and valuation frameworks across its European energy and commodity portfolio.
This is a highly visible role sitting at the intersection of Trading, Risk, Analytics, and Portfolio Management. The successful candidate will play a key role in building and maintaining advanced risk models, developing stochastic pricing methodologies, and providing quantitative insights that support strategic decision-making across the business.
The position offers exposure to complex energy markets, direct interaction with senior stakeholders, and the opportunity to influence the evolution of the firm’s quantitative risk capabilities and analytical infrastructure.
Key Responsibilities
- Develop, maintain, and enhance quantitative risk and valuation models across trading, asset, and sales portf
- oliosDesign and implement stochastic power price models and other quantitative methodologies for energy and commodity ma
- rketsPerform model calibration, validation, backtesting, and benchmarking in line with internal governance stan
- dardsPartner with Trading, Origination, Analytics, and Risk teams to support market-consistent valuation and risk assessment of complex portfolio posi
- tionsDeliver quantitative analysis and risk insights to senior management, risk committees, and key business stakeho
- ldersSupport the development of scalable modelling frameworks, data solutions, and reporting
- toolsContribute to the continuous improvement of analytical methodologies, systems, and technology plat
- formsMonitor market developments and assess their impact on valuation, risk, and modelling approaches
Role Requirementts
- Proven experience in quantitative modelling, market risk, valuation, or commodity trading analytics within energy markets
- Strong understanding of power, gas, and commodity market fundamentals and associated risk drivers
- Background in energy trading / Utilities / Commodity merchants preferred
- Hands-on experience developing pricing, valuation, or risk models in a commercial trading environment
- Experience with stochastic modelling techniques and quantitative analysis of complex energy market dynamics
- Strong programming skills in Python and SQL
- Familiarity with model governance, validation, backtesting, and risk control frameworks
- Ability to translate complex quantitative concepts into clear and actionable business insights
- Strong stakeholder management and communication skills, with experience working across commercial and risk-focused teams
- Experience with modern analytical tools, data platforms, and software development best practices is advan
