Quantitative Risk Analyst (f/m/d)

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Firma: E.ON

UNTERNEHMENS-ID: 4383

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Versorgungsdienstleistungen

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E.ON Energy Markets GmbH (EEM) is a subsidiary of the E.ON Group based in Essen. Our main purpose is to coordinate access to trading markets for our regional business units, to bundle the associated chances and risks plus to provide innovative services. Our core competencies include portfolio strategies, risk management and data processing. With activities in various European countries, we shape the future of energy.

At E.ON diversity matters. We welcome all people and are convinced that differences make us stronger. Become part of our inclusive and diverse company culture! To create equal opportunities for everyone we offer our positions in full or part-time.

Ready to become a Playmaker of the energy transition? Join our team in Essen and apply online as Quantitative Risk Analyst (f/m/d). Are you brave enough to drive progress and forge new paths? Lets make it work and create real impact together. We cant wait to meet you! Its on us, to make new energy work.

Responsibilities

Work in a highly experienced, collaborative, international, fun team that sits at the heart of E.ONs new energy trading and procurement unit.

Help shape the quantitative risk management function for a fast-growing trading portfolio spanning power, gas, options, complex financial and physical derivatives, and structured customer business.

Take end-to-end ownership of models: from idea and research, through prototype, to robust, cloud-native production implementation.

Develop, maintain, and enhance quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios.

Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio, and business level.

Implement models and analytics in Python as part of a modern cloud-native stack (e.g. Azure, containerized services, Snowflake-based data platform), following clean code and DevOps practices (Git, CI/CD, testing).

Use and further develop data-driven and ML-inspired approaches (e.g. time series models, tree-based models, regularization, feature engineering) where they add value to risk management and pricing.

Closely collaborate with Trading, Market and Credit Risk, Finance and Tech in agile projects to solve real business problems and deliver tangible value.

Translate complex quantitative concepts into clear, actionable messages for senior, non-technical, and executive stakeholders and continuously explore new methods and research in risk modelling, quantitative finance and data science – and bring the most useful ideas into our production landscape.

Mentor juniors, working students and interns, helping them grow their quantitative, coding and business skills.

What You Bring

A Masters or PhD in a quantitative field (Mathematics, Physics, Statistics, Financial Mathematics, Computer Science, Engineering or similar).

3+ years of experience in quantitative risk modelling, valuation, or pricing – energy trading experience is a strong plus, but were also open to candidates from other asset classes with genuine interest in power & gas.

Strong Python skills and experience with the scientific stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks.