Quantitative Risk Analyst

Elpedison

Αθήνα
Μόνιμη
Πλήρης Απασχόληση

Πριν 17 ημέρες
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# One Group | One PowerELPEDISON is the first independent energy utility in Greece, and a leader in providing outstanding and innovative energy solutions. We operate with enthusiasm in what we do and we pride ourselves of offering our employees a place where they can excel, creating value. We are offering now a set of exciting positions in our headquarters in Athens, to incite our new digital transformation program. If you are skilled in data management, data science, advanced analytics, technology project management, or related fields, this can be a big opportunity for YOUR career.ELPEDISON, with its two privately-owned power plants in Thisvi (Voiotia) and Thessaloniki, with a total installed capacity of 820 MW, uses natural gas as fuel and ensures a clean and continuous electricity flow, based on a highly environmentally-friendly power generation process.We are currently looking for a Quantitative Risk Analyst to to develop, maintain and validate the models used for quantifying the company’s risks. Additionally, you will assist in risk identification and assessment, monitoring risks and related actions, and developing the appropriate risk reporting.What will you do:

Develop a good understanding of the business model of the company. Liaise with Financial Control to derive and dive deeper to KPIs
Develop and maintain the appropriate risk models/tools for quantifying risks, monitoring the Key Risk Indicators and the performance vis-à-vis the approved risk management strategies
Ensure the development and implementation of periodic evaluation for the adequacy of methods, models, and systems used for the measurement, monitoring, and reporting of the risks that the company is exposed to
Validate and check the accuracy of the entries in the Energy Trading & Risk Management system (ETRM) regarding financial or physical exposures and transactions. Coordinates with Energy Management for the correct deal capturing in the system
Perform tests on the effectiveness of the applied hedging strategies. Perform sensitivity analyses and back-testing.
Assist in identifying and evaluating the risks from all business areas (regular enterprise risk assessment process) and keeping the company’s Risk Register updated accordingly
Quantify the company’s aggregate risk profile and the contribution of each risk to it
Help in risk prioritization by comparing the results of risk analysis with the established risk criteria. Helps determine actions to prevent and mitigate risks
Assist in reviewing and monitoring risk mitigation actions / corrective actions
Assist in preparing the risk-related reporting for the Top Management and the Risk & Internal Control Committee (e.g., exposure per each risk factor, PaR, VaR, trading limits, etc.)
Assist in drafting the appropriate Risk Mandates and updating the relevant risk control activities.
Handle the m-t-m- process of all hedging or trading transactions outstanding and communicates the revaluation to the accounting dept
Provide advisory, training, and challenge to the 1st Line of Defense (LOD) on quantification matters
Assist with any ad-hoc risk analysis requests from the business units or the Top Management

What you need to be successful:

A BSc in Engineering, Mathematics, or another quantitative field
A master's degree will be considered a plus
2-3 years of relevant working experience
Good knowledge of Programming in R, Python, other Statistical software, VBA
Robust quantitative analysis and modeling skills
Self-drive and motivation
Attention to detail
Ability to communicate effectively across multiple teams and functions
Understanding of financial instruments
Experience with energy trading and risk management systems (ETRM) will be considered a plus

Our offer to you:

Competitive salary
Performance-based variable pay 💰
Ticket restaurant card 💳
Transportation reimbursement ⛽
Private Health Insurance coverage 🩺
Pension Scheme
Home electricity and natural gas discount ⚡
Continuous learning & upskilling opportunities and access to our premium online training platform 📚
Hybrid Working
One extra day of paid time off
Reimbursement for your athletic activities 🥈
Unlimited fruits and snacks at the office 🥜

Elpedison S.A. will keep your personal information for a period of 3 years from the submission date, after which we will delete your personal data. Elpedison S.A. has the right to transfer your personal information to third parties to whom it has assigned services, which require the collection and processing of such personal data for candidate evaluation in the process of personnel selection.For more information regarding the processing of your personal information and exercising your rights, please read the .

Elpedison