Quantitative Risk Manager – Energy & Carbon Trading

  • Full-time
  • Job type: Permanent
  • Educational level: Master (WO)
  • Office: Amsterdam

Company Description

In today's fast-paced business landscape, unanticipated risks can have significant consequences. At Deloitte we're on a mission to empower organizations to navigate these complexities with confidence. 

Job Description

As a Quantitative Risk Manager you will lead the design and delivery of risk frameworks, models and analytics across multi-commodity trading portfolios (Power, Gas, LNG, Crude, NGLs, Carbon and new fuels). You will manage project teams, advise senior stakeholders and shape Deloitte’s growing Energy & Carbon Trading practice.

  • Own the end-to-end delivery of risk-management work-streams on ETRM / CTRM and wider transformation programmes.
  • Design, develop, calibrate, back-test and operate market-, credit- and liquidity-risk methodologies (VaR, stress, scenario, PFE, margin).
  • Build dashboards and tools that translate complex analytics into clear decision support for traders and leadership.
  • Oversee daily risk reporting, exposure reconciliation and model-performance reviews; recommend limit structures.
  • Guide integration of risk data from ETRM platforms (Endur, Allegro, RightAngle, SAP CM, bespoke) into enterprise data lakes and BI stacks.
  • Run client workshops, present findings, and contribute to proposals and thought leadership.
  • Mentor analysts; foster a learning culture across our Amsterdam hub and global network.

Qualifications

  • MSc or PhD in a quantitative field (Econometrics, Mathematics, Engineering, Data Science or similar); FRM or CFA certification is a plus.
  • 6+ years’ experience in commodity or energy trading, with at least 3 years focused on quantitative risk.
  • Hands-on knowledge of developing, calibrating, back-testing and operating market models and analysis tools in a trading environment.
  • Proficiency in Python, R or similar for data-led model development; SQL and Power BI/Tableau familiarity.
  • Experience with at least one major ETRM/CTRM platform and related data architecture.
  • Strong stakeholder-management skills; able to explain complex concepts in clear business language.
  • Team-lead or project-management experience; comfortable working across time zones and cultures.
  • Fluency in English; Dutch or another EU language is a plus.

Additional Information

Deloitte’s Energy & Carbon Trading practice helps leading utilities, producers and trading houses modernise the systems and processes that underpin multi-commodity trading. As an ETRM Manager you will own the delivery of complex transformation projects while shaping our go-to-market and mentoring consultants.

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