Sympower is 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.

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

WHO WE ARE

Sympower is accelerating the global transition towards ‘net-zero’ by helping to build smarter, cleaner renewable energy systems. Using our proprietary software platform, we help balance the supply and demand of electricity across international energy networks.
We help businesses, grid operators, asset owners and other energy stakeholders around the world reduce their carbon emissions, integrate more distributed renewable energy resources, and generate new revenue streams by participating in demand-side response services.
Learn more about us in this video.
In 2022, Sympower became a certified B Corp, which shows the company is meeting high standards of verified performance, accountability, and transparency across 5 impact areas: governance, workers, community, environment, and customers.
Sympower is an equal opportunity employer. We encourage a diverse workforce and are committed to creating an inclusive environment for all team members.
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• Risk governance - Enhance Sympower’s Risk 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
• 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 6 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