Risk Analyst (ETRM)
Asset Optimisation and Trading (AOT) is the Business Division where all asset optimisation and trading activities are centralised for the Vattenfall Group. We are located in multiple sites across Europe with more than 600 professionals working from Sweden, Germany, the Netherlands, Den-mark and Poland. We trade the full range of energy commodities such as electricity, gas, oil, coal, freight, renewable energies and emissions and take responsibility for a diversified sourcing of power, fuels and carbon credits. We optimise and hedge Vattenfall’s generation assets in order to manage risk efficiently and optimise the portfolio value. These activities are the basis for maximising profitability and ensuring continuous business growth for Vattenfall and its customers.
The Business Unit Operations is responsible for providing Analysis, IT and Project Management support to the Vattenfall Asset Optimisation and Trading Division. The Business Unit consists of highly skilled employees with backgrounds ranging from Mathematics, Engineering, Economics, IT to Project Management. We are present in the locations Hamburg, Stockholm and Amsterdam.
For our office in Amsterdam we are looking for a:
Risk Analyst
Energy Trading and Risk Management (ETRM) System
New Product Development and Implementation
As an ETRM Analyst at Vattenfall Energy Trading you will focus on maintaining and developing Vattenfall’s ETRM System ENDUR, configuring and testing Risk Management technology with the ETRM system and supporting our Front Office with managing the risks in their portfolios.
In order to expand our Trading product portfolio you will join the New Product Implementation team within the Analysis Infrastructure team.
Main tasks and responsibilities:
Lead new product implementation initiatives and consult our Front Office to do implementations in the most efficient manner.
Implementing pricing models into the ETRM system for new products and/or new markets
Development and analysis of complex models for risk management and control
Parameterization, calibration and back testing of the models developed
Comprehensive documentation of the models developed and the results obtained
Maintain pricing function in the ETRM system
Be a central contact person for the Risk Department, Front Office and IT
Applying practical market knowledge
Develop and apply financial reports
Performs the daily tasks within functional area of responsibility
Cooperate with our internal IT in development tasks, especially in the area Market Data and ETRM system
Requirements
University degree in natural sciences, mathematics, engineering, business administration or similar qualification
Good knowledge of IT systems and applications used in the Risk Management sector, Open Link ENDUR knowledge appreciated
Deep understanding of PnL and Risk analysis, preferable in the Energy business
At least 3 years working experience in Risk Management or similar functions
Working experience with MS Excel
Fluent in English (written spoken)
Strong skills in team-work
Ability to present working results properly
Ability to work in a demanding and time critical environment
Willingness to travel to other Vattenfall locations
Ability to enable cross location/country communication
Proactive enough to solve problems quickly and tactfully
More information
For more information regarding this vacancy, please contact our recruiter Rogier Zevenbergen (+31 4644 7931).
Deadline: 10-05-2013
Please apply in English using the link below. We will remove the vacancy once we have a candidate under offer. We look forward to your application!
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