Market Risk Analyst – Leading Energy Trading House – London recruitment
International energy trading company based in Central London is actively seeking an experienced risk analyst to join their Middle Office team. The firm are going through substantial expansion both numerically and in terms of product coverage - this would be an excellent opportunity for a risk analyst to join a leading trading firm at an exciting time in their growth.
In this position you will be working closely with traders, quantitative and risk analysts to assess and quantify the market risk exposure of contracts and assets. This will involve assessing VaR and EaR through development of models and quantification of volatility and price correlation. You will also analyse and quantify Greeks for both physical and financial options, and provide analysis and assessment on hedging strategies. You will also have a substantial input into the assessment of risk limits for traders.
You will need to have a strong academic background with a degree in a quantitative discipline, and a strong understanding of the energy markets. We are particularly keen to speak to people with a strong knowledge of the gas market, although this position will also cover Power and CO2. You should also have strong modelling experience.
This position offers the opportunity to join one of the leading energy trading houses in London and work closely with the front office as they look at integration of new products and expand their derivatives trading business. The company offers a first class salary and benefits package.
For more information about this role please contact our London office