Quantitative Risk Analyst
Second Foundation · Prague
Second Foundation is an international energy trading and asset management firm headquartered in Prague, Czech Republic, with offices in Switzerland, Germany, Japan and the US. Our team of 450 professionals specializes in power trading, transforming complex data into market-leading trading strategies through advanced technology and sophisticated quantitative modelling.
What you would work on?
- Quantification and monitoring of market risk across long-term, intraday, and asset-backed trading positions, including VaR, stress testing, and scenario analysis.
- Development and continuous improvement of risk models calibrated to energy market dynamics — power, gas, and emissions — across multiple countries and exchanges.
- Quantification and hedging of market risk exposure arising from long-term asset contracts, including tolling structures.
- Designing risk metrics and limits for trading strategies, ensuring alignment between model assumptions and live market behavior.
- Close collaboration with traders, quants, data engineers, and developers to embed risk thinking into the full trade lifecycle — from strategy design through settlement.
What makes you a great candidate?
- Experience with data analysis, Python, and its data science toolkit; comfort working with large time-series datasets.
- Background in risk or financial modeling — whether from academic work in financial engineering, risk management, or practical experience in a bank or financial institution.
- Familiarity with quantitative risk methodologies — market risk, P&L attribution, Greeks, or commodity-specific risk measures.
- Familiarity with energy market data (spot, futures, imbalance) is a plus.
- Degree in Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative discipline.
- Ability to translate ambiguous, real-world risk problems into tractable models — and to communicate findings clearly to non-technical stakeholders.
- Pragmatic mindset: you care about models that work in production, not just on paper.
- Fluency in English and Czech.
What do we offer?
- Brand new office in the city center – Masaryčka.
- Competitive salary package with the possibility of a yearly bonus.
- 25 days of paid holiday.
- Flexible working hours and home-office options.
- High-end workstation.
- Sponsored lunch in the office. Every workday.
- Free snacks at the office.
- Multisport Card – fully paid by the company.
- Colleagues who are absolute experts in what they do.