Quantitative Risk Analyst (f/m/d)
- Hiring Organisation
- E.ON Energy Markets GmbH
- Location
- Essen, Nordrhein-Westfalen, Germany
- Employment Type
- Permanent
- Salary
- EUR Annual
quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...