Allgemeine Informationen

Model Validation Risk (m/f/d)

Gesellschaft: EnBW Energie Baden-Württemberg AG

Ort: Karlsruhe

Referenznummer: F-TRE 2347701

Vollzeit/Teilzeit: Vollzeit

Über das Unternehmen

Gemeinsam packen wir Dinge an, die uns auch morgen begleiten. Wir entwickeln intelligente Energieprodukte, machen unsere Städte nachhaltiger und treiben den Ausbau erneuerbarer Energien voran. Hier bei EnBW gibt es Raum für Gestaltung und Entfaltung.

Über den Bereich

As one of the largest German utilities and the only fully integrated one, EnBW has a clear renewable energy strategy and builds PV and wind farms (onshore and offshore) in Germany, but also in other European countries such as Sweden and France as examples. We also invest in e-mobility and have the largest network of rapid charging stations in Germany.

EnBW Trading supports EnBW's overall strategy by expanding its business and being an active risk taker: more markets, more products, longer maturities. This includes origination transactions such as PPAs, but also LNG. A completely new IT system infrastructure is also being set up to support this strategy. In this context, decisions are quite often made based on valuation models. These models are created in the middle office and need to be validated in the risk area. For this new model validation role we are looking for an experienced expert.

Vielfältige Aufgaben

  • Responsibility for the capture and transparent communication of model risk 
  • Initial, regular and ad-hoc validation of valuation and risk models within a model risk framework based on the FED guidance on model risk management (SR 11-7)
  • Sparring partner for the quants in the quantitative modelling department (Middle Office area): Get involved from early stage of model design to challenge assumptions 
  • Definition of model acceptance criteria in close cooperation with traders and quants and verification that models perform as expected (e.g. backtesting or benchmarking) as well as continuous monitoring of model performance to initiate ad-hoc validations and initiate model changes if necessary and it includes the maintenance of model inventory
  • Carry out annual validation planning and coordinate with Trading Risk Committee and coordinate external support for performing the validation in addition report validation progress and results to Trading Risk Committee 


Überzeugendes Profil

  • University degree in mathematics, physics, economics or comparable quantitative background with a focus on modelling
  • Experience in risk management – ideally for energy or commodity trading, Knowledge of the European energy markets, the instruments and products traded there
  • You have gained several years of professional experience in a similar function or role
  • Broad modelling experience with commodity price and valuation models and ideally model validation experience in a risk function
  • Good communication skills, Fluent in English; German would be appreciated

Unser Angebot

  • Spannende Aufgaben eröffnen vielfältige Perspektiven zur persönlichen Entwicklung 
  • Kollegiale Zusammenarbeit im Team und moderne Arbeitsplätze zeichnen uns aus 
  • Flexible Arbeitszeitmodelle ermöglichen die Vereinbarkeit von Beruf und Privatleben 
  • Attraktive Mitarbeiterangebote zählen zu unseren Stärken
  • Mehr zu unseren vielfältigen Arbeitgeberleistungen im Überblick.

Kontakt

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Referenznummer F-TRE 2347701 · Bei Fragen steht Manuela Wieckenberg, m.wieckenberg@enbw.com, aus dem Personalbereich gerne zur Verfügung.

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