Quantitative Risk Analyst – Energy Portfolio recruitment
A Global Energy Trading business experiencing rapid growth requires a technically strong Quantitative Risk Analyst to support sustained growth and assist with the development of a world class trading and risk management capability. The team itself will be growing further over the next two quarters, requiring individuals experienced across a broad range of Energy products.
The key objective of the role is to build and validate quantitative models to value energy contracts and assess risk. Prior experience building models for transaction value, financial exposure calculations and VAR methodologies within Energy Market Risk for physical and financial commodities will be essential.
Within the role you will be required to develop generic and bespoke risk management models (valuation, VAR, Monte-Carlo, stress test) across all markets and locations (using Excel/ VBA and C# and/or python) spanning multiple commodities. In addition you will be required to develop curve methodologies and validate, as well as proactively identifying future quantitative risk modelling requirements.
It is preferred that the individual has a post-graduate qualification in a financial or numerical related subject with proven experience within Energy Trading and importantly the ability to communicate with non-quants. A competitive salary of c. £85,000 is available as well as a compelling bonus structure and benefits package.