Quant Risk Analyst – Bluechip Energy Major, London, £70k recruitment
This opportunity is a senior level and will empower the successful candidate to dive straight into the fundamental risk workings of an energy giant. You will be immersed in the power and gas industry regarding supply and demand and traded risk, giving you a broad exposure to the driving forces behind the market. Developing and maintaining industry-leading complex price forecasting models, you will be making important optimisation decisions for the company from ensuring assets are running as efficiently as possible, to advising Traders and Structures on complex Risk scenarios. As part of a broader market risk team you will liase daily with other teams, including operations, trading and the market fundamentals team.
Experience of quantitative physical and derivative price movement within the energy market is essential. Designing, developing, and even promoting new products you will have full control and exposure to processes right through to the commercial sales side giving a great sense of ownership. Due to the commercial element to the role, this vacancy would ideally suit a quant risk analyst looking to develop in this area within the energy sector, receive exposure to physical trading, yet continue to utilise high-level mathematical ability. On this note, you should posses very high Excel skills, VBA, Matlab and possible C++ knowledge. Methodologies such as VaR, Monte Carlo simulation and other options valuation economics skills are requires.
