Quantitative Risk Manager – Energy & Carbon Trading

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.