Quantitative Risk Analyst

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 4 5 0 professionals specialize s 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.