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.

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
• Pawternity Leave
• Mental Health and Wellbeing Support
• Remote Office Budget
• Internet Allowance
• Development Plan & Budget
• Stock Appreciation Rights
• 2 Days Paid Volunteer Leave

Learn about all of our benefits on our careers page.

What you will do

• 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