Sympower is looking for a Trading Risk Manager to spearhead and further design, implement, and run all market-risk controls, limits, analytics, and reporting for our flexible asset trading and optimization platform. You will ensure every trade, bid, and dispatch decision is backed by robust quantitative methods and real-time data, reporting to the Finance department with a matrix report to the Head of Trading and Energy Markets.

What You'll Do

Enhance Sympower’s risk policy, appetite and escalation paths; set up relevant interfaces with key stakeholders.
Build and own real-time risk and end-of-day reports for risk positions, focusing on PnL / Earnings-at-Risk (EaR) / VAR / stress analytics.
Independently test forecasting and optimisation models; define guard‑rails (max bid volumes, price collars, kill‑switch triggers) before code goes live.
Implement position, VaR, stop‑loss and liquidity limits.
Model imbalance‑cost distributions and intra‑settlement monitoring to avoid TSO tolerance breaches and reserve non‑delivery penalties.
Ensure REMIT inside‑information disclosure, algo‑trading controls and ACER reporting are watertight.
Specify risk‑data schema, select/extend an ETRM or specify requirements for in-house toolkit.
Provide key input to system architects, data team and engineers to ensure robust integrations with exchanges, TSOs, and third-parties data providers from a risk perspective.
Decompose PnL into forecast error, execution slippage and asset availability; feed insights back to the trading and data‑science / Machine learning teams.
Mentor future Analysts, represent Risk in meetings with internal and external stakeholders, and foster a risk‑aware culture across the relevant teams.

What We're Looking For

Fluent written & spoken English.
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 – ability to read Python, understand optimisation parameters and talk on equal footing with quants, Traders and ML engineers.
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.

Nice to Have

Additional European languages a plus.
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.

Technical Stack

Python

Team & Environment

You will report to the Finance department with a matrix report to the Head of Trading and Energy Markets. You will pair closely with Traders, Quants and Engineers.

Benefits & Compensation

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

Work Mode

This is a remote position. The role is based in Amsterdam, Netherlands.

Sympower is an equal opportunity employer committed to creating an inclusive, values-based culture where everyone feels they belong and has the opportunity to do meaningful work. We are a certified B Corp and encourage a diverse workforce.