Quant Risk Manager

We are looking for an experienced (Senior) Quantitative Risk Analyst for the Prague branch of Alpiq, a Swiss energy company, located in the downtown area of Prague 1, with a multicultural team of over 160 employees. 
As part of Market and Quantitative Risk Management you will advance our model risk management framework. You will independently validate quantitative models, in particular valuation and forward curve models, approve and challenge parameter updates and maintain our model inventory. Further, you will support risk management by advancing our risk metrics and methodologies.

Main Responsibilities:
Validate (+challenge, benchmark, back test) models employed in Trading
Periodic reviews of models and parameter updates
Propose model reserves
Develop and enhance quantitative models within risk management
Perform risk assessments, scenario analysis and simulations of proposed transactions
Drive effective cross-functional collaboration to support business growth while maintaining a strong risk framework
Communicate complex quantitative findings clearly to non-technical counterparts

Main Qualifications:
Strong academic background in a quantitative discipline
Expertise in derivatives pricing and financial modelling
Experience in building or validating valuation models
Solid understanding of power markets and traded products is very beneficial
Proficiency in Python for quantitative modelling and data analysis
Knowledge of SQL beneficial
Strong analytical thinking, problem-solving ability, and attention to detail
Ability to communicate complex concepts effectively to both technical and non-technical audiences