Model Risk Manager (f/m/d)

Axpo Group

Axpo Group

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  • Veröffentlicht:

    14 Mai 2024
  • Pensum:

    100%
  • Vertrag:

    Festanstellung
  • Sprache:

    Englisch (Fliessend)
  • Arbeitsort:

    Baden

Workload: 100%

Are you ready to enhance risk management standards within a leading energy company? At Axpo, we are seeking a diligent Model Risk Manager to ensure the accuracy, reliability, and compliance of all modeling processes across our operations. You will play a pivotal role in maintaining the integrity of our risk and valuation models during a critical phase of model risk management focused on valuation curves and risk metrics.

What you will do:

  • Assess the conceptual soundness and appropriateness of various models.
  • Apply advanced quantitative analysis to assess data quality and model assumptions.
  • Analyze model correctness, robustness, and stability through scenarios and adjustments in assumptions or input data.
  • Regularly perform impact and benchmark analyses to measure model performance.
  • Provide comprehensive insights on findings, problems, and weaknesses identified during model validation.
  • Independently validate models in accordance with internal policies and document the processes.
  • Foster strong collaboration with model developers, owners, users, and governance bodies.

What you bring & who you are:

  • Master's degree in a quantitative or financial field.
  • At least 2 years of experience in financial modelling, model validation, or risk management, preferably in energy markets.
  • Strong proficiency in data analysis, statistics, and quantitative models with skills in programming (R, Python) and SQL.
  • Excellent writing skills, structured working style, and capability to deliver high-quality results under tight timelines.
  • Team player who can simplify technical concepts and provide constructive feedback.
  • Fluency in English is mandatory; German is advantageous.

About the team: 

Join a team that values collaboration, innovation, and continuous improvement. At Axpo, you'll work with dedicated professionals committed to upholding high standards in model risk management. We support personal and professional growth in an environment that acknowledges individual contributions to collective success. 

Gabriela Grigorova

Kontakt

  • Axpo Group

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