Quantitative Risk Analyst (m/f/d)
IN SHORT
In the role the analyst has responsibility for delivery of key projects and a mentoring role to other analysts. The team fulfils three main functions in SEFE. Firstly, the role must ensure the independent validation of relevant valuation and exposure models developed by commercial teams and used by Risk Management & Middle Office in Economic valuations, on the Balance sheet, or in Risk Models. Secondly, Quantitative Risk Models must be developed, maintained and documented as required. Lastly, support must be provided on quantitative topics to the rest of Risk Management & Middle Office as needed.
WHAT WILL YOU DO
- Maintain appropriate documentation for SEFE Risk Management models.
- Develop, test and maintain relevant Risk models and methodologies required to support the SEFE Group Risk Framework, including MVaR, CMaR, CVaR, PFE.
- Deliver independent review/validation of relevant valuation and exposure models (P&L and Balance Sheet related).
- Ensure quantitative concepts are clearly understood and appropriately implemented by SEFE Risk Management and Middle Office.
- Manage response to investigation of quantitative aspects of valuation during external audit or third‑party assurance projects.
- Mentor other analysts in the team, leading in establishing standards and best practice for technical aspects of the team.
- Support Head of Quantitative Risk with team development and recruitment.
WHAT WILL YOU BRING
- Master’s degree or similar qualification in Maths or Physics to degree level essential. Post‑graduate qualification in a Financial modelling highly advantageous.
- Strong understanding of valuation methodologies and risk metric calculation as applied to derivatives trading.
- In‑depth knowledge of probability theory, stochastic calculus, time series and differential equation techniques to financial problems.
- In‑depth understanding of Monte Carlo risk modelling methodologies – Market and Credit VaR, PFE and EaR.
- High level of attention to detail to challenge analysis and methodologies to identify weaknesses and limitations to improve results/approaches.
- Extensive knowledge of coding languages, preferably Python and C#.
- Communication of complicated concepts in a simple way to non‑expert stakeholders, and explain the relevance of highly technical analysis.
- Management of concurrent diverse projects with ability to adapt to new topics not previously encountered.
- Experience of valuation methodologies and risk metric models for derivatives products.
- Experience of developing and maintaining Market and Credit risk models using Monte Carlo techniques.
ABOUT US
SEFE is an international energy company anchored in Europe, delivering energy solutions that ensure reliable and affordable supply. Our activities span the entire energy value chain – from origination and trading to sales, transport and storage. With decades of trading expertise and a growing LNG portfolio, SEFE is one of Europe’s leading suppliers to industrial customers, providing more than 200 TWh of gas and power each year. We supply over 50,000 clients, from small businesses to municipalities and multinational organisations. By investing in clean energies, we support our customers on their decarbonisation journey and contribute to the energy transition. SEFE employs over 2,000 people worldwide and is owned by the Federal Government of Germany.
OUR BENEFITS
We’re committed to creating an inclusive environment that embraces diversity and fosters the development of knowledge, skills, and experience. Whatever your role, you’ll find an open, welcoming atmosphere that empowers you, and recognises your contribution. In return we are committed to supporting your career growth with opportunities to develop both your knowledge and experience through a blended approach to learning.
- Bonus earning potential
- Non‑contributory pension with 10% employer contribution
- 25 days holiday plus bank holidays and volunteering days
- Buy/sell holidays
- Life assurance
- Medical and dental insurance (family cover)
- Range of optional flexible benefits
In return we are committed to supporting your career growth with opportunities to develop both your knowledge and experience through a blended approach to learning.
Join SEFE and help us secure energy supply across Europe and shape a better, more sustainable tomorrow.
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