Nabízená pozice:Market Risk Specialist
Vloženo:5. leden 2018
Kontaktní osoba:Michala Týčová
Market Risk Specialist
ČEZ, a.s., a member of CEZ Group, announces a candidate selection process.
WHO ARE WE LOOKING FOR?
a.s. Middle Office team is looking for a suitable candidate for a
position of Market Risk Specialist focused on energy products (power,
gas, emissions, coal, oil).
• Development, implementation and maintenance of valuation tools and custom reports
• Review and update of existing valuation algorithms, providing ad-hoc analyses
• Valuation of linear and non-linear energy products (forwards, futures, VPP, VPS, spreads, options)
• Taking part in setting and monitoring of risk guidelines
• Generating risk reports
• Liaison with traders
• University degree (in Mathematics or Financial Engineering or Economics)
• Experience in data analysis, data structures
• Knowledge of programming in MATLAB, MS Office (including VBA), SQL
• Knowledge of risk management measures (VaR, Monte Carlo, limit system) is an advantage
• Prior experience in energy sector is an advantage but not a must
• Active, inquiring and communicative personality
• Fluent Czech and English on communication level are must, other foreign language is an advantage
• Work position within a stable and strong company
• Interesting and dynamic position focused on turbulent commodity market
• Competitive financial compensation
• Opportunities for further education and professional growth
ČEZ, a. s.
upon individual agreement