Quantitative Risk Manager – Energy & Carbon Trading

Deloitte Netherlands • Full-time • Amsterdam, North Holland • 7m ago

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.