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.