{"id":1225132,"url":"https://alion.io/job/second-foundation-quantitative-risk-analyst","title":"Quantitative Risk Analyst","company":{"id":2655516,"name":"Second Foundation","domain":"secondfoundation.dk","url":"https://alion.io/company/second-foundation-2","size_band":"201-500","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"A","score":91,"open_postings":17,"ghost_share":0,"stale_share":0.353,"repost_share":0,"time_to_fill_p50_days":59,"computed_at":"2026-11-12T10:38:37Z"}},"role":"Finance","role_family":"Finance","seniority":null,"employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Prague, Czech Republic"],"countries":["CZ"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":23000,"max_usd":60000,"period":"year","method":"role_country_seniority_unknown","sample_n":26},"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Python","optional":false},{"name":"Time Series","optional":false}],"status":"live","first_seen_at":"2026-06-17T07:37:51Z","employer_posted_date":"2026-09-04","last_verified_at":"2026-11-13T08:10:04Z","board_verified":true,"closed_at":null,"days_open":149,"trust":{"level":"ok","repost_count":0,"flags":[],"days_open":148},"description":"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. \nWhat you would work on? \nQuantification and monitoring of market risk across long-term, intraday, and asset-backed trading positions, including VaR, stress testing, and scenario analysis. \nDevelopment and continuous improvement of risk models calibrated to energy market dynamics - power, gas, and emissions - across multiple countries and exchanges. \nQuantification and hedging of market risk exposure arising from long-term asset contracts, including tolling structures. \nDesigning risk metrics and limits for trading strategies, ensuring alignment between model assumptions and live market behavior. \nClose collaboration with traders, quants, data engineers, and developers to embed risk thinking into the full trade lifecycle - from strategy design through settlement. \nWhat makes you a great candidate? \nExperience with data analysis, Python, and its data science toolkit; comfort working with large time-series datasets. \nBackground in risk or financial modeling - whether from academic work in financial engineering, risk management, or practical experience in a bank or financial institution. \nFamiliarity with quantitative risk methodologies - market risk, P&L attribution, Greeks, or commodity-specific risk measures. \nFamiliarity with energy market data (spot, futures, imbalance) is a plus. \nDegree in Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative discipline. \nAbility to translate ambiguous, real-world risk problems into tractable models - and to communicate findings clearly to non-technical stakeholders. \nPragmatic mindset: you care about models that work in production, not just on paper. \nFluency in English and Czech.\nWhat do we offer? \nBrand new office in the city center - Masaryčka. \nCompetitive salary package with the possibility of a yearly bonus. \n25 days of paid holiday. \nFlexible working hours and home-office options. \nHigh-end workstation. \nSponsored lunch in the office. 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