Portfolio Manager (m / f / n)

Portfolio Manager (m / f / n)

Department :  Energy Sales & Trading |  Location :  Esch-sur-Alzette |  Contract :  Permanent |

Job Requisition N°19873

Your tasks

• You analyse P&L variations and develop / improve hedging concepts to stabilize MtM developments in the PFM books
• You monitor structural and flexibility risks of the portfolio by quantifying exposure based on market levels, customer forecasts and transfer prices
• You develop, propose and execute hedging and stop-loss strategies to manage portfolio risks
• You test and propose non-standard solutions (e.g., weather derivatives, options, swaps, delta hedging) to mitigate structural and flexibility risks
• You assess new sales deals and verify auto-hedge results in order to validate and adjust position transfers between portfolio books
• You define and apply cost / benefit allocation schemes for portfolio transfers
• You develop team-internal tools and perform ad-hoc data analyses using basic coding skills (SQL, Python, MATLAB, VBA)
• You apply and maintain existing IT tools to ensure accurate portfolio and market monitoring.
• You act as occasional backup for daily pricing operations by updating pricing tools, responding to Sales requests, and validating deal bookings
• You ensure compliance with internal limits, risk policies and established processes across all portfolio management activities

Your profile

What we offer

“Together we build the future of Luxembourg’s energy transition”

For external applications, a recent copy of the police record will be requested if you are invited for an interview.