Senior Quant Risk Modeller

Bern, Canton of Bern, Switzerland

You combine quantitative depth with practical market understanding and develop robust risk and valuation models for trading, asset portfolios, and group-wide risk topics across dynamic energy and commodity markets.

You further develop quantitative risk and valuation models across asset, trading, and sales portfolios as well as broader group risk topics.

You develop stochastic power price models and quantitative approaches for complex energy and commodity markets.

You ensure regular calibration, backtesting, and benchmarking of models with a strong focus on transparency, robustness, and model governance.

Collaborating with traders, originators, analysts, and risk managers, you contribute to market-consistent valuation approaches and risk assessments for complex portfolio positions.

You prepare quantitative insights and risk analytics for Risk Committees, senior management, and other key stakeholders in a clear and actionable way.

You help shape scalable and maintainable modelling, data, and reporting solutions while contributing to the evolution of the analytical tech landscape.

Several years of experience in quantitative modelling, risk management, or commodity trading within energy markets. Hands‑on experience developing and implementing risk, pricing, or valuation models in fast‑moving market environments.

Ability to analyse complex dynamics across power, gas, and broader commodity markets in a structured and commercially relevant way.

Strong Python and SQL skills, combined with modern analytical and software engineering practices.

Pragmatic, solution‑oriented mindset navigating evolving technologies, processes, and market requirements.

Collaborative across quantitative, commercial, and risk-focused teams, communicating confidently with both technical and non‑technical stakeholders.