As a聽Senior Quantitative聽Risk聽Analyst (m/f/d), you will聽deliver聽high-quality聽risk modelling聽solutions聽to the聽Risk department聽and聽ensure聽that聽our risk measurement is聽aligned聽with聽Statkraft鈥檚聽Market聽Operation's聽needs,聽as well as聽changes in the energy markets.聽You will:聽
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Lead聽the development of risk聽and valuation聽models聽for聽physical聽and financial聽energy assets, options聽trading, and non-standard long-term contracts聽such as PPAs or BESS contracts聽
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Calibrate stochastic price simulation models聽and be at the forefront of combining fundamental analysis with聽quantitative risk modelling聽
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Provide guidance and drive best practices in quantitative risk modelling and analytics to deliver robust risk tools聽
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Collaborate聽closely聽with聽stakeholders聽in the聽Risk聽department聽and聽Front聽Office聽teams聽
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Actively support the聽conversion of model prototypes into聽usable daily risk tools聽through close collaboration with IT