Intern - Quantitative Risk Analyst

Descrizione del lavoro:

Job Description

The Quantitative Risk Modelling team delivers high-quality risk modelling solutions to the Risk department and ensures that our risk measurement is aligned with Statkraft's Market Operation's needs, as well as changes in the energy markets.
As an Intern, within the team of Quantitative Risk Modelling you will:
* Contribute to the implementation of newly developed risk and valuation models for physical and financial energy assets, options trading, and non-standard long-term contracts such as PPAs or BESS contracts
* Implement enhancements to existing risk and valuation models to improve model quality and extend model scope
* Ensure stability of core tools by adhering to existing coding standards and testing frameworks
* Learn about model and software development in a professional environment with a focus on high-quality, robust and efficient implementations
Prefered starting date: 01.01.2027, but can be discussed
Preferred length:6 months

Requisiti del candidato:

Qualifications

* Enrollment in a Master's programme in a quantitative field such as computer science, mathematics, physics, engineering, or a related discipline, with a strong focus on software development
* Strong programming skills in Python or a comparable language
* First experience in professional software development or implementation of risk and valuation models is beneficial
* A highly structured and solution-oriented work approach
* A proactive team player with strong integrity and the ability to communicate complex topics clearly
* Fluency in English, both written and spoken