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Johannes RauchJR

Johannes Rauch

Energy & Financial Risk Modeling Expert

€1,500/day
München, DE
8-15 years

Average response time: 1 hour

About Johannes

I help energy and financial organizations structure and quantify risk, translating uncertainty into transparent analytical frameworks for decision-making, particularly in the context of investments, transformation, and volatile market environments.

My work combines financial risk management, portfolio modeling, and scenario-based stress testing to assess market risk, credit risk, and energy exposures. Typical engagements include portfolio risk assessments, model design or review, and the development of tailored quantitative tools aligned with specific business contexts.

With a background in quantitative finance (PhD) and over a decade of consulting experience, including top-tier strategy consulting, I connect rigorous modeling with pragmatic implementation, increasingly leveraging AI to challenge assumptions, explore alternative scenarios, and improve the robustness of analytical outputs.

I typically work from strategic framing through to computational prototypes in Excel, VBA, Python or MATLAB, ensuring both conceptual clarity and practical usability. This end-to-end perspective enables me to challenge established assumptions and uncover hidden interactions and decision levers in complex risk environments.

I collaborate flexibly, often in remote settings, integrating into existing teams as an analytical expert on clearly scoped, part-time mandates.

For recent insights and perspectives on decision-making under uncertainty, feel free to visit my LinkedIn profile (linkedin.com/in/johannesnrauch).
  • German

    Native or bilingual

  • English

    Fluent

  • Portuguese

    Fluent

Remote only
Primarily works remotely

Experience

  • Johannes Rauch Advisory
    Independent Strategic Consultant
    CONSULTING AND AUDITS
    December 2025 - Today (6 months)
    München, Germany
    Independent advisory focused on energy and financial risk modeling, portfolio analytics, scenario design and quantitative decision frameworks. My work includes the development of quantitative frameworks for volatility analysis and capital allocation under uncertainty, as well as the use of advanced analytical tools, including AI, to explore alternative scenarios, challenge model assumptions and assess robustness. The objective is to translate complex uncertainty into clear, decision-relevant insights for management and investment decisions.
    Energy Risk Volatility Analysis Financial Modeling Scenario Analysis Decision Support
  • A.T. Kearney GmbH
    Manager
    CONSULTING AND AUDITS
    January 2020 - November 2025 (5 years and 10 months)
    München, Germany
    Consultant working at the intersection of quantitative risk and financial analytics, energy-related decision making, and sustainability contexts. Experience in combining analytical modeling with strategic framing to support robust, data-driven decisions across complex business environments. Focus on translating quantitative insights into actionable recommendations, balancing methodological rigor with practical applicability.
    Risk Management Financial Modeling Scenario Analysis Portfolio Management
  • Oliver Wyman
    Senior Consultant
    CONSULTING AND AUDITS
    September 2017 - June 2019 (1 year and 9 months)
    London, United Kingdom
    Consultant specializing in quantitative risk management and analytical modeling, with a focus on energy and financial markets. Development of risk, portfolio, and scenario models to support decision making under uncertainty. Strong background in translating complex quantitative concepts into practical, model-based decision support, combining analytical depth with pragmatic implementation in professional consulting environments.
    Risk Management Financial Modeling Portfolio Management Scenario Analysis

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Education

  • Doctor of Philosophy (PhD) in Finance
    University of Sussex
    2016
    Thesis on the pricing and hedging of financial swap contracts as well as trading strategies for the realization of risk premia in financial markets
  • Master of Science (with honors) in Finance & Information Management
    Technische Universität München
    2010
    Thesis on the pricing of derivatives on commodity indices

Certifications

Skill set

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