Mathematician for Quantitative Risk Management - Credit Risk & Energy Trading (f/m/d)
- Hiring Organisation
- E.ON Energy Markets GmbH
- Location
- Essen, Nordrhein-Westfalen, Germany
- Employment Type
- Permanent
- Salary
- EUR Annual
highly experienced, collaborative, international, fun team that sits at the heart of E.ON's new energy trading and procurement unit. Help shape the quantitative risk management function for a fast-growing trading portfolio spanning power, gas, options complex financial and physical derivatives, and structured customer business. Take … ownership of models: from idea and research, through prototype, to robust, cloud-native production implementation. Develop, maintain, and enhance 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 ...