Experienced Market risk modeller needed for global commodities trading firm. **Relocation offered** Netherlands recruitment
Package offered.
Award winning total relocation assistance if required.
Benefits package-Top level benefits are being offered as this is a senior hire including-stock options, car and housing allowance, level 1 pension and insurance package, total health cover.
Vacancy Overview
• Develop and monitor the firms quantitative risk team and assist the overseeing of the global risk team.
• Develop and train junior members of the risk team
• Present quantitative strategies to senior members of the business including senior traders and stake holders.
• Asset pricing and scenario analytics, inc options
• Risk framework analytics (e.g. beta, correlation, VaR, Scenario analysis)
• Regular on demand risk VaR updates/calculations-communicated directly to the Dutch based trading floor
• Monitoring risk exposure limits
• Ad-hoc risk scenario analysis
Basic Requirements for the role.
• Experience working in a Quantitative risk role preferably within a commodities trading firm/ an investment banks commodities desk.
• Strong presentation and communication skills to differing levels of a business, and the ability to communicate complex risk strategies to junior and senior team members.
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Strong IT skills which will preferably include: VBA, VB/C# .net, Java
The firm is looking for a individual who has very strong technical risk modelling skills with a highly academic background in a quantitative field, moreover they need someone who is confident with presenting strategies to the business the desire to build and develop a team.
If you would like to apply for the position please send your up to date resume to risk@selbyjennings.com
Or please feel free to call one of our consultants on +44 (0) 2070194170