Model Validation Analyst – Energy House LONDON recruitment
Contract
Key Words: Modelling, Model Validation, Market Risk, Excel, VBA, C#, VaR, Energy, Oil, Gas, LNG, carbon, coal, commodities, commodity
Model Validation - Leading Energy House - London
My client is a leading energy house who is looking to add a Model Validation Analyst to join its expanding team in London. The candidate will be working closely to the Senior Quants and Front Office and will need a strong understanding of commodities such as oil, gas, coal, power, LNG etc. VBA, Excel and C# are also required commuting skills.
Skills Set - Model Validation - Leading Energy House - London
- Design and perform validation tests on models
- Understanding of validating commodity models
- VBA, Excel, C# are required
Experience - Model Validation - Leading Energy House - London
- Knowledge of commodities; Oil, Gas, LNG, carbon, coal
- Experience of assessing strengths and weaknesses of modelling approaches
- Experience of VaR
Key Words: Modelling, Model Validation, Market Risk, Excel, VBA, C#, VaR, Energy, Oil, Gas, LNG, carbon, coal, commodities, commodity
Start date: July
Location: London
Rate: Circa £450 per day
Contract length: 6 months +
Skills: Risk management, asset management, exposure management, interest rate risk, liquidity management, gap analysis, ALM, VBA
Contact: Frank Stephenson