Quickly scaling its flexible asset trading and optimization platform in Europe. Our portfolio and pipeline include sizable BESS projects, which we optimize across wholesale and ancillary services markets.
Leveraging your experience in short-term power markets and asset-backed trading environments, you will spearhead and help further design, implement, and run all market‑risk controls, limits, analytics, and reporting to ensure that every trade, bid, and dispatch decision is backed by robust quantitative methods and real‑time data. In this function, you will pair closely with Traders, Quants and Engineers to ensure the enhancement of high-priority risk controls whilst architecting the company’s long‑term risk stack.
In this role, you will report to the Finance department with a matrix report to the Head of Trading and Energy Markets.
What is in it for you
We are committed to creating an inclusive, values-based culture where everyone feels that they belong and has the opportunity to do meaningful work.
We offer a market competitive compensation package, including but not limited to:
30 Days Paid Holiday Leave
1 Day Paid Wellness Leave
1 Day Paid Birthday Leave
Paid Maternity and Partner Leave
Paternity Leave
Mental Health and Wellbeing Support
Remote Office Budget
Internet Allowance
Development Plan & Budget
Stock Appreciation Rights
2 Days Paid Volunteer Leave
What you will do
Risk governance – Enhance risk policy, appetite and escalation paths; set up relevant interfaces with key stakeholders
Focus on short-term power market specifics – PnL / Earnings-at-Risk (EaR) / VAR / stress analytics – build and own real‑time risk and EOD reports for risk positions
Algo & model validation – independently test forecasting and optimisation models; define guard‑rails (max bid volumes, price collars, kill‑switch triggers) before code goes live
Limit framework & monitoring – implement position, VaR, stop‑loss and liquidity limits
Imbalance & BRP risk – model imbalance‑cost distributions and intra‑settlement monitoring to avoid TSO tolerance breaches and reserve non‑delivery penalties
Regulatory controls – ensure REMIT inside‑information disclosure, algo‑trading controls and ACER reporting are watertight
Data & tooling – specify risk‑data schema, select/extend an ETRM or specify requirements for in-house toolkit; provide key input to our system architects, data team and engineers to ensure robust integrations with exchanges, TSOs, and third-parties data providers from a risk perspective
Post‑trade performance analytics – decompose PnL into forecast error, execution slippage and asset availability; feed insights back to the trading and data‑science / Machine learning teams
Leadership & scale‑up – mentor future Analysts, represent Risk in meetings with internal and external stakeholders, and foster a risk‑aware culture across the relevant teams
Job requirements
Fluent written & spoken English required, and additional European languages a plus.
Deep knowledge of European short‑term power markets – DA, ID continuous, FCR, aFRR/mFRR, BRP imbalance settlement
Minimum 5 years’ demonstrated hands‑on experience in a front line Risk-Manager function in power trading, optimisation or trading‑risk, ideally within an asset‑backed utility, aggregator, or power‑tech scale‑up
Demonstrated success building or scaling risk frameworks, tools and processes in fast‑moving trading environments
Quantitative rigour – solid grounding in probability, statistics and optimisation; familiar with VaR/CVaR, Monte‑Carlo, stress testing and scenario design
Fluency with trading algorithms – you can read Python, understand optimisation parameters and talk on equal footing with quants, Traders and ML engineers (expert‑level coding not required)
Regulatory fluency – working knowledge of REMIT, MiFID II Article 17 & RTS 6, EMIR trade reporting and Nordic and European TSO bidding & compliance rules
Stakeholder skills – able to challenge traders constructively, brief executives crisply and translate quant speak into business language
Beneficial skills
Experience integrating battery degradation curves or warranties into dispatch & risk models
Prior exposure to Nordic BRP regimes to accelerate our geographic roll‑out
Degree in a quantitative field such as Engineering, Mathematics, Physics or Financial Engineering; professional risk certifications (e.g. FRM, CQF) are an advantage
Vivid Resourcing are committed to equality of opportunity for all applications from individuals are encouraged regardless of age, disability, sex, gender reassignment, sexual orientation, pregnancy and maternity, race, religion or belief and marriage and civil partnerships or any other characteristic protected by law.
