Front office Senior Risk Analyst – Energy Trading – London recruitment
The candidate will join the newly formed Risk Management team and be responsible for the development and maintenance of Risk modelling that precedes the development of the daily risk PNL. You will work closely with the Quantitative and Trading Analytics department in the development of industry-leading complex price forecasting models as well as being involved in ad hoc pricing projects for the origination team. As part of a broader market risk team you will work closely on a daily basis with other teams, including operations and trading.
The role will involve taking on leadership roles for quantitative risk projects with extensive analytical approach to pricing, modelling and analytics whilst providing guidance to front office through developing market risk models, through the utilization of VR and stress testing.
Required experience:
- Knowledge and experience of power and gas markets and of associated risk management and valuation
- Experience developing bespoke risk management models, including Monte-Carlo VaR, across all markets locations.
- Experience developing quant risk management methods metrics in line with the requirements of the global business. i.e. VaR
- Good understanding and proven practical experience of Gas Storage Modelling software.
- A good understanding of a range of potential analytical techniques and approaches, and the ability to apply them to the specific business issue at hand (for example, Monte Carlo simulation, an understanding of probability/ statistics, real option valuation, financial and business economics, value at risk).
- Very strong Excel and VBA capability
For more information please email an up-to-date CV to j.clarke@bramwithconsulting.co.uk