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Our Company

• Alpiq is one of Switzerland’s leading electricity producers and a key energy services provider across Europe. Headquartered in Lausanne and powered by a strong portfolio of hydropower, nuclear, and renewable energy sources, we’re all about impact, for the climate, for people, and for the security of supply
• More than 1,300 colleagues from nearly 60 nationalities bring their energy to a shared purpose: Together for a better climate and an improved security of supply
• We work in a values-driven culture shaped by trust, curiosity, and respect. Our 4 company values have been co-created with our employees and are embedded in everything we do as a company:

Mission

• We are looking for a Market Risk Manager to strengthen our department
• As the ideal candidate, you are a fast thinker, take ownership of topics and drive them forward, and proactively engage with the business, both to challenge and support
• We are quite open about the level of seniority and experience you have and can adapt the position both towards junior and senior profiles
• This is a great opportunity to join Alpiq, which offers a distinct culture, a clear strategy & purpose, and a diverse and international environment

Your main responsibilities

• Act as a trusted business partner within the second line of defense: Challenge, control and support the business
• Advance the risk monitoring (live views, exposure monitoring, stress testing, etc.)
• Take responsibility for the generation, validation and continuous improvement of various reports, including daily PnL, position/exposure, risk and management reporting
• Assess market liquidity, model calibrations, and valuation adjustments
• Conduct risk assessments and various kinds of ad-hoc analysis
• Maintain a close interaction with the Trading Division

Your profile

• Bachelor's or master's degree in mathematics, engineering or another quantitative discipline
• Experience working as a Risk Manager or in a similar role within a Trading environment, with strong exposure to trading, ideally in the power and gas markets
• High level understanding of derivatives pricing and option theory
• Experience with valuation models and a strong understanding of the European power and gas markets, including options, gas storages and cross-border capacities
• Familiarity with Risk Management concepts (e.g. VaR, PaR, hedging strategies, etc)
• Fluency in English; German is an advantage
• SQL and Python skills are beneficial