Head of Quantitative Analysis (f/m/d) - Oslo
Statkraft
- Oslo
- Fast
- Fulltid
- Lead and develop a team of eight quantitative risk analysts across our Amsterdam, Düsseldorf and Oslo offices
- Enhance our risk models for the liquid time horizon across a wide range of European power markets and related commodities
- Develop risk models for the semi-liquid and illiquid time horizon for renewable assets and renewable off-take agreements by combining stochastic modelling with fundamental market modelling
- Maintain and enhance our forward curve tools and methodology
- Align development of new tools with main stakeholders (market, credit, and liquidity risk, front office and IT)
- Introduce big data science methods to the energy risk tool kit
- Support the valuation of large complex commodity transactions
- Outstanding university degree (Master/PhD) in physics, mathematics, computer science or natural, engineering, or economics with a quantitative specialisation
- Minimum 5 years of professional experience in financial risk management ideally in energy markets
- Strong commercial mindset and some Front Office experience desirable
- Extensive knowledge in the field of quantitative finance and risk (e.g., mathematical statistics, big data methods, stochastic modelling, simulation techniques, optimization methods, energy derivatives)
- First experience as a team lead in a quantitative field
- Significant IT knowledge coupled with strong programming skills preferably in Python
- Business oriented and able to find the right balance between good-enough and perfect solutions
- Ability to communicate effectively about complex risk issues with all levels of the organisation
- Fluent in English, both written and spoken
- Professional and personal development in a company experiencing strong growth
- A positive working environment characterized by expertise, responsibility, and innovation
- A diverse workplace with regard to gender, age and cultural background
- Unlimited learning opportunities at various levels of the organisation including LinkedIn Learning and inspiring leaderships programs
- Competitive terms of employment and benefit schemes