Quant Risk Analyst
This is a key role for a developing Quant Risk analyst to join a market leading team. You will be responsbile for Validating and verifying models used for risk and PL reporting; In addition you will develop, implement and maintain risk management models. You will also ensure governance and periodic validation of models used for risk and PL figures;
To be successful for this role you will need to demontrate the following experience:
- Experience of risk management and an ability to liaise with Front Office on complex matters and challenge FO.
- Understanding of commodity trading, trading lifecycle, physical asset trading instruments and/or financial asset trading instruments. Good specialist commodity expertise in the markets relevant for the team and basic knowledge of related markets.
- Experience in the energy industry, including utilities, generation assets, energy supply chain, oil industry, energy trading, supply and sales.
- Knowledge of Microsoft applications, especially Excel, including task automation and VBA.
- Experience of modelling, option theory, Monte-Carlo options valuation, Greeks, pricing models, stress testing, VaR concepts.
- Knowledge of programming languages and software environments used in mathematical modelling e.g. C++, C#, R, MatLab.
- Demonstrable delivery in a complex, preferably international, environment.
- Evidence of application of quantitative and qualitative analytical and structured approaches to complex issues.
- Evidence of building relationships and working collaboratively, preferably in a cross-cultural environment. Demonstrable use of these skills in order to ensure effective delivery
This is an excellent role with very strong career development opportunities
Leave a Reply
You must be logged in to post a comment.