*Responsibilities*

· Work in a highly experienced, collaborative, international, fun team
that sits at the heart of E.ON’s 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 Master’s 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 we’re 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.

· Solid understanding of stochastic processes, Monte Carlo simulation, and
time series analysis; familiarity with derivative pricing, valuation and
risk metrics (e.g. VaR, ES, sensitivities) is highly welcome.

· Practical exposure to data-driven / ML techniques for forecasting,
scenario generation or model calibration is a plus.

· Experience working with databases and cloud / data platforms (SQL,
Snowflake, Azure, or similar) is a plus.

· Excellent analytical and problem-solving skills, with a pragmatic
mindset and strong attention to detail.

· A self-starter, hands-on mindset: you enjoy taking ownership, working in
cross-functional teams and driving topics from idea to implementation in a
dynamic environment.

· Willingness to work collaboratively: Pair coding, Code reviews
· Very good communication skills in English (German and Italian are a
plus) and the ability to explain complex topics to non-quants.

*To keep you motivated and healthy we are offering you the following
benefits:*

· *Flexibility*: hybrid work model, flexible working times, sabbatical or
additional vacation opportunities allowing great work-life balance
· *Working from abroad*: up to 20 days in the European economic area
· *Flat hierarchies:* interdisciplinary and very cooperative working style
providing room for own ideas
· *Modern work environment: *workplace according to digital and ergonomic
standards
· *Personal growth:* life-long independent learning making use of a broad
range of opportunities working with the newest technol