(Senior) Financial Risk Analyst
(Senior) Financial Risk Analyst
within Financial Risk, a sub-function of Risk Analysis in Stockholm (preferred) or Hamburg. Risk Analysis is part of the Staff Function Risk Management.
As second line of defense, Risk Management has the overarching responsibility for the risk management framework within Vattenfall. This includes securing risk governance in Vattenfall, the coordination and safeguarding of risk control and providing transparency of Vattenfall’s risk positions, as well as decision making support for the business and top management.
Financial Risk, as a sub-function of Risk Analysis, ensures the overall Vattenfall perspective with respect to all financial risks. For this Financial Risk provides risk expertise in the fields of risk methodology, quantitative risk modelling and additionally shapes and manages the top-down perspective and risk aggregation within the Enterprise Risk Management Process. This includes close collaboration with our Energy Trading Function as well as with Corporate Functions in respect to financial risk steering. Next to the process ownership of the Enterprise Risk Management Process, Risk Analysis is responsible for analyses of hedging strategies and steering of group commodity exposures, as well as design of risk capital allocation methods.
Your main tasks and responsibilities
- Development and execution of concepts for risk measurement beyond traditional value-at-risk calculations to cope with the complexity of the Vattenfall portfolio
- Development and execution of the Hedge Strategy Process
- Development and execution of the Enterprise Risk Management Process
- Liaise with and support colleagues from business, group functions and within risk on a regular basis with respect to risk methodology
- Expertise in the field of risk response methodologies and practical applications (portfolio effect, etc.)
- Analyse real world problems by means of qualitative and quantitative models and translate model results back into a broader steering context
- Preparation of presentations for top-management and ad-hoc handling of management requests
- Alignment of financial risk steering aspects with relevant stakeholders
- Data analysis to detect relevant PnL drivers and risks
Your background and profile
- University degree within a relevant area (economics, business administration, etc.)
- At least 5 years of work experience
- Practical experience within the energy industry is beneficial
- Both financial and fundamental understanding of the energy/power market
- Very good understanding of corporate finance and financial markets, with reasonable competence in quantitative finance being beneficial
- Good understanding of quantitative side of enterprise risk management, accounting, risk capital allocation and credit risk
- Practical experience in quantitative risk management
- Programming skills (preferably Python and/or Matlab) beneficial
- Ability to work independently
- Strong interpersonal skills with the ability to communicate with commercial/technical colleagues and stakeholders alike
- Team player with analytical mindset and personal balance of pragmatism and creativity
- Ability to explain complex content in comprehensive format
- Strong command of English, verbally and written
At Vattenfall, we are convinced that striving for diversity helps to build a more profitable, efficient and attractive company. Therefore we seek a harmonious balance of employees in terms of age, religion, gender identity & expression, sexual identity, disability and ethnic background.
What we offer
- A permanent job based in Stockholm or Hamburg
- An attractive salary package
- A company pension scheme
- Interesting development opportunities
- Flexible working hours
- Partly Mobile Working usage
- 30 days of vacation per year
We are passionate about what we do. Join us to Power Climate Smarter Living.
We welcome your application in English, including CV and cover letter via the link further down the page.
For more information about the recruitment process contact Madelaine Boomgaarden +49 30 81822609 / Madelaine.Boomgaarden@vattenfall.de
We look forward to receiving your application!
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