Risk management within Vattenfall has changed its organisation. The new Vattenfall Group Risk Management (GRM) organisation has gathered all risk management personnel within Vattenfall to be organised in one function clearly separated from the P&L responsibility. GRM assists the Vattenfall Management Board through proactively providing guidance and independent advice, challenging business to focus on the risk-reward balance.
Models & Methodology within GRM enhances and challenges in a supportive way quantitative risk assessments and risk-related evaluation activities. One specific focus of Models & Methodology is the methodological and quantitative assessment and approval of valuation and risk measurement models, as well as interaction with Group Finance in terms of hedge strategy decisions. Furthermore, methodological support is given to all GRM functions as well as business units and the Corporate Center, involving close contact to top management. These activities are dealt with in the Risk Analytics department, for which we are currently recruiting a
Senior Risk Analyst
Risk Analytics (RA) is responsible for the validation of valuation, hedging, and risk measurement models across the whole Vattenfall Group. Related to this background, RA additionally has a consulting role in both, more quantitative modelling projects as well as top management related projects and activities that are related to the corporate steering (hedging strategy).
The role as a Senior Risk Analyst within Risk Analytics comprises the following activities:
Responsibility as project and process leader Validation of valuation, risk measurement and hedging models Active modelling contributions in the area of price processes and valuation methods Development of a state-of-the-art risk measurement methodology with special focus on production and sales portfolios Assist colleagues and transfer knowledge both, Vattenfall-internal and external Mapping of corporate financial steering and hedging decisions Supporting the Market Risk function in development of reporting concepts and appropriate methodology Judgement of hedge strategies and their relation to the corporate risk appetite and hedge objectives Supporting the development of a risk capital allocation framework for the Vattenfall Group Management decision support in all above mentioned areasQualifications:
Academic degree in economics, engineering, physics or comparable education Analytical mindset with affinity to quantitative solving of problems Excellent communication skills Excellent theoretical and practical knowledge in the areas of energy markets, econometrics, corporate financial steering and financial modelling, risk capital allocation Minimum 5 years of working experience in above mentioned areas Innovative but result-oriented High commitment and motivation Good team-work and liaising skills Autonomous working attitude and sense of responsibility Proficient English oral and written language skills Dutch, German and/or Swedish language skills are an advantageOur offer
We offer you the capability to work in an international environment together with some of the brightest minds in the business. You will be supported over the years as you develop your knowledge in this field.
More information
Please send your application to:
Vattenfall Energy Trading
Rogier Zevenbergen
0031 (6) 4644 7931
Please apply using the link. We will remove the vacancy from the site when we have a candidate under offer. We look forward to your application!