Description
Second Foundation is seeking a Quantitative Risk Analyst to quantify and monitor market risk across long-term, intraday, and asset-backed energy trading positions; develop and improve risk models for power, gas, and emissions markets; quantify hedging exposure; design risk metrics and limits; and collaborate with traders, quants, data engineers, and developers. The role requires Python, data analysis, risk or financial modeling experience, familiarity with quantitative risk methodologies, a relevant quantitative degree, and fluency in English and Czech. The position offers a competitive salary package, a yearly bonus, paid holiday, flexible working hours, and home-office options.
