23 Feb. 2024

Quantitative Modeling Expert - Risk & Pricing (f/m/d)

E.ON Energy Markets GmbH Essen Vollzeit IT

Das Unternehmen E.ON Energy Markets GmbH bietet aktuell diesen Job in Essen an. Wenn Du gerade auf der Suche in dem Bereich IT bist,
solltest Du Dir die Details auf der Seite des Unternehmens anschauen. Dort findest Du ausführliche Informationen zu der Stelle und zu dem Unternehmen.

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Stellenbeschreibung

Your tasks

  • Research and Innovation: Apply your advanced quantitative skills by developing and enhancing risk models that assess and price market, credit, and liquidity risks within our energy trading and customer portfolios.
  • Collaborative Model Development: Work alongside seasoned quants and cross-functional teams to design, test, and implement cutting-edge models using Python, focusing on scalability, efficiency, and robustness. Create enduring solutions for real world problems via professional implementations leveraging your quant know-how and strong technical skillset.
  • Data Analysis and Insights: Utilize your analytical prowess to perform deep dives into complex problems extracting insights that inform risk management strategies and decision-making processes.
  • Continuous Learning and Sharing: Engage in continuous professional development through our internal programs, workshops, and seminars, while also contributing to the knowledge base by sharing your unique insights and research findings.
  • Digital Transformation Contribution: Be an integral part of our digital transformation journey, leveraging the latest in cloud computing and machine learning to develop innovative risk management tools and platforms.

Your profile

  • Educational Background: MSC or PhD in Mathematics, Physics, Statistics, Financial Engineering, Computer Science, or a related quantitative field.
  • Technical Expertise: Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis.
  • Specialized Knowledge: A strong grasp of financial mathematics, energy markets, and trading principles is highly desirable.
  • Innovative Mindset: A passion for research, problem-solving, and the application of quantitative finance and machine learning techniques in real-world scenarios.
  • Communication Skills: Ability to distill complex quantitative findings into clear, actionable insights for both technical and non-technical stakeholders.
  • Team Collaboration: Eagerness to contribute to a team-oriented environment, with a strong focus on collaborative innovation and mutual professional growth.

To keep you motivated and healthy we are offering you the following benefits:

  • Flexibility: hybrid work model, flexible working times, sabbatical or additional vacation opportunities allowing great work-life balance
  • Working from abroad: up to 20 days in the European economic area
  • Flat hierarchies: interdisciplinary and very cooperative working style providing room for own ideas
  • Modern work environment: workplace according to digital and ergonomic standards
  • Personal growth: life-long independent learning making use of a broad range of opportunities working with the newest technology and state of the art trainings
  • Family service support: services in the areas of childcare, holiday care, nursing support or everyday assistance
  • Nutrition & Health: wide selection of fresh meals and drinks in our subsidized bistro and canteen as well as various health offers (e.g. physiotherapy, flu vaccinations, mental health)
  • Corporate Benefits: employee share program, pension scheme, employee discounts, special insurances (and much more)
  • A central location: very good public transport connection, free parking and charging points for e-vehicles
  • Individual mobility: private car and bicycle leasing

Inklusion

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