Praha, Česko
Popis nabídky
Quantitative Risk Analyst v Praha, Česko
Second Foundation (web)
Praha, Česko
Second Foundation is an international energy trading and asset management firm headquartered in Prague, Czech Republic , with offices in Switzerland, Germany, Japan and the US . Our team of 450 professionals specialize s in power trading, transforming complex data into market-leading trading strategies through advanced technology and sophisticated quantitative modelling .
What you would work on?
- Quantification and monitoring of market risk across long-term, intraday, and asset-backed trading positions, including VaR, stress testing, and scenario analysis.
- Development and continuous improvement of risk models calibrated to energy market dynamics — power, gas, and emissions — across multiple countries and exchanges.
- Quantification and hedging of market risk exposure arising from long-term asset contracts, including tolling structures.
- Designing risk metrics and limits for trading strategies, ensuring alignment between model assumptions and live market behavior.
- Close collaboration with traders, quants, data engineers, and developers to embed risk thinking into the full trade lifecycle — from strategy design through settlement.
What makes you a great candidate?
- Experience with data analysis, Python, and its data science toolkit; comfort working with large time-series datasets.
- Background in risk or financial modeling — whether from academic work in financial engineering, risk management, or practical experience in a bank or financial institution.
- Familiarity with quantitative risk methodologies — market risk, P&L attribution, Greeks, or commodity-specific risk measures.
- Familiarity with energy market data (spot, futures, imbalance) is a plus.
- Degree in Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative discipline.
- Ability to translate ambiguous, real-world risk problems into tractable models — and to communicate findings clearly to non-technical stakeholders.
- Pragmatic mindset: you care about models that work in production, not just on paper.
- Fluency in English and Czech.
What do we offer?
- Brand new office in the city center – Masaryčka.
- Competitive salary package with the possibility of a yearly bonus.
- 25 days of paid holiday.
- Flexible working hours and home-office options.
- High-end workstation.
- Sponsored lunch in the office. Every workday.
- Free snacks at the office.
- Multisport Card – fully paid by the company.
- Colleagues who are absolute experts in what they do.
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