Job advertisement

We do not only endeavour to satisfy our customers, but also our close to 93,500 employees in over 30 countries. Because they make us what we are: one of the world’s largest investor-owned power and gas companies. Discover the opportunities E.ON offers. E.ON Energy Trading SE has been launched to take advantage of the opportunities available in the developing European markets. Striving to become the best and most exciting integrated energy trading business in Europe, we offer a fast-paced working environment with a culture of openness and high performance. With arguably the best portfolio of assets in Europe, E.ON offers an attractive business strategy, varied roles and competitive packages. Your energy shapes the future. Commodity and Credit Risk Control (CCRC) is a highly international team (working in English) that is responsible for controlling the risks (price, credit, margin and operational) across E.ON's commodity portfolios (gas, coal, oil, emissions, power and associated products) , challenging and measuring the actual and risk adjusted performance of the business and supporting EET through the development of appropriate new controls and policies that open up new trading opportunities and support EET's expansion into new European and Global energy markets.

While a strong numerical background is important we are looking for analysts who have or who are keen to develop their knowledge of our assets, markets and want to be part of developing new approaches to support the development of a world class risk control function. Currently Commodity and Credit Risk Control is searching for a

Quantitative Risk Analyst (m/f)

Responsibilities

  • Develop/ improve market & asset models to measure EET's Commodity & Credit Risk
  • Use statistical methods to calibrate model inputs e.g. volatilities & correlations
  • Back test valuation methods and support their system implementation

Qualifications

  • Master degree/ Phd in appropriate numerate discipline e.g. Mathematical Finance, Statistics, Physics or related discipline
  • Excellent knowledge of at least two of: quantitative finance, stochastic calculus, numerical solutions to partial differential equations, Monte Carlo techniques, Time Series Analysis or Artificial Intelligence
  • Min. 2 years experience in implementing various risk valuation and assessment models in the areas of market risk or credit risk and energy option pricing models, including real option valuation, within a team environment
  • Programming skills e.g. in Matlab
  • Ability to communicate complex technical ideas in clear and simple terms as well as to peer group technical experts
  • Quantitative modelling experience within an energy company

General conditions


EET is an equal opportunities employer. Please note all applications and CV’s must be in English. Certificates, degrees etc. may be submitted in the original language.

Application

Are you interested?

Please apply using this link:

Online-Application

Deadline:  October 10th, 2010

Media number EET-1009-1951

Have a look at our website:
www.eon-energy-trading.com

Your energy shapes the future
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