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Senior Vice President - Quantitative Methods (f/m/d)

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Date: 08-Mar-2023

Location: Düsseldorf, DE

Company: Uniper

 

 

The Quantitative Methods group at Uniper is responsible for defining and developing methods and models that support pricing, valuation, risk quantification and optimisation decisions for the firm's commercial and risk-taking activities. Its goal is to create value by providing analytical insights and by improving decision-making. We are looking for a Senior Vice President to lead and set direction for this important group. The position is reporting directly to Uniper's Chief Risk Officer (CRO). Our Risk Management team in Düsseldorf is looking for YOU!!!

 

 

What we offer
At Uniper, we believe in rewarding our employees for their hard work. We offer competitive salaries, company pensions and performance related benefits. Our people can also take advantage of our extensive flexible benefits package with discounts on high street vouchers, health and dental care, holidays and more.

 

 

How we work
Our people are key to our success. Our core objective is to provide them with a supportive and entrepreneurial work environment that fosters collaboration. This allows our people to take responsibility and make optimal use of their skills. Together, we want to shape the future of energy.

 

 

What we are looking for

  • Method ownership: be accountable and set strategic direction for the quantitative models used for official position & risk calculation
  • Implementation ownership: develop & maintain Uniper’s valuation, pricing, and optimization platform as well as the tools that produce key risk metrics for market, credit, liquidity, and operational risk.
  • Customer focus/stakeholder management: Manage and support a wide range of internal customers with respect to their analytical needs. This includes the development, deployment, and on-going support of state-of-the-art valuation, risk, optimization, and forecasting models; and ad hoc analytical support on complex valuation, risk management, or optimization topics.
  • Contribute to origination of new business by providing analytical pricing support and tools as needed.
  • Understand front-to-end business processes and work effectively and collaboratively across all functions and levels of the organization to deliver solutions. 
  • Represent the department on various internal and external governance committees
  • Be the interface to auditors for the quantitative models and market parameters 
  • Promote dialogue and constructively challenge the status quo when appropriate to drive continuous business improvement.
  • Support Uniper’s digital roadmap by leveraging techniques like machine learning or technologies like cloud-computing to develop smart solutions for generating insights, supporting decision making, and enhancing risk analytics.

 

 

Who we are seeking

Essential:

  • Advanced degree, preferably Ph.D., in a STEM discipline (science, technology, engineering, math), in finance/economics, or in a related field
  • Leadership experience and competencies, in particular the ability to develop high-performing teams and to drive business change in a larger organization
  • Multiple years of experience in trading, risk management and quantitative modelling, preferably in commodities markets and/or in international roles
  • Commercial acumen coupled with strong communication skills
  • Proven track record of applying financial engineering/stochastic calculus/machine learning in a commercial setting, preferably in commodities markets
  • Good knowledge of common numerical algorithms and optimization methods
  • Familiarity with software development and current tools supporting it (e.g., Python, C++, C#, Java; DevOps, GitHub, etc.)
  • Fluency in English (office language)
     

Desirable:

  • Experience in European or US energy markets
  • Excellent understanding of risk methods and best practices (e.g., VaR, Credit-VaR, etc.)
  • Interest in data science, reinforcement learning and stochastic control topics in finance
  • Interest in digitalization and the application of cutting-edge information technology to improve the business

 

 

Contact

If you have any questions about this role, please contact:

Lina Zafari

Please note that applications by e-mail cannot be considered for data protection reasons.

 

 

 

Job information

Contract type: Unlimited  
Working Hours:     Full time,  
Start Date:  
Deadline:
Salary:

Home Office in %:  

 

 

     

Uniper is an equal opportunity employer and encourages applications from appropriately qualified and suitable candidates regardless of gender, origin, disability, age, religion, worldview, sexual identity or family status. We promote diversity, equality and flexible working.