Quantitative Risk Analyst (m/f/n)

Department: Strategy & Risk Management | Location: Esch-sur-Alzette | Contract: Permanent |  Job Requisition N°18901 

Your tasks 


You will be part of the Strategy & Risk Management Team and you will contribute to the improvement and extension of quantitative models and tools used within the team and across the company, perform governance and limit controls as well as support the activities related to Market and Credit risk, Complex customer Pricing, Business Process Management and Regulatory Impact Analysis & Reporting. Depending on your experience, the position could be shaped as a senior role.  

•    You implement and calibrate methods and parameters for the valuation and risk indicator computation of Enovos Markets and Renewables portfolio of energy derivatives and assets 
•    You contribute to consulting internal clients on availability and appropriate usage of the risk-indicators 
•    You perform project work on model analysis, calibration, creation, implementation, and testing, including back- and stress-testing. 
•    You operate limit and authorization controls (e.g. open exposure, stop-loss, EaR/VaR limits) 
•    You maintain, challenge, and improve current policies and governance documents 
•    You support the review and the modelling of business processes across the company with the focus on effective and efficient controls and risk mitigation 
•    You execute customer Credit Risk checks and define and monitor limits for our wholesale counterpart exposure 
•    You support complex customer pricings and the maintenance of the back-end pricing infrastructure  



Your profile


•    You hold a master’s degree in a quantitative discipline (i.e., mathematics, physics, statistics, actuarial sciences, finance, engineering). A relevant PhD would be considered as asset. 
•    Strong proven programming skills in at least one of the following: Python, MATLAB, C/C++, Java.  
•    An experience with relational databases (Postgres, SQL Server) is a plus 
•    Experience with AWS (or other cloud providers) and related developer tools and methods, such as Gitlab, Docker and CI/CD is an asset 
•    A professional certification like ERP, FRM, PRM, CFA, ... is a nice-to-have 
•    Rigour and precision, as well as curiosity and the willingness to explore new unknown topics on a regular basis 
•    Team oriented player with a sense of discretion and confidentiality 
•    Effective communications skills in English. The knowledge of German or French will be considered as an advantage. 



What we offer 


•    The opportunity to join a Group that actively shapes the energy transition in Luxembourg and the Greater Region 
•    A multicultural and international working environment that encourages diversity and inclusion  
•    A competitive salary with many additional benefits  
•    Continuous learning and development career path adapted to the needs of each employee  
•    Hybrid working mode with the possibility to work from home 



For external applications, a recent copy of the police record will be requested if you are invited for an interview.

Job Segment: Work from Home, Risk Management, Physics, Accounting, Actuarial, Contract, Finance, Science, Insurance