QUANTITATIVE RISK ANALYST FOR GLOBAL COMMODITIES TRADING FIRM ***RELOCATION OFFERED*** LONDON BASED recruitment
LONDON BASED QUANTITIATVE RISK ANALYST FOR GLOBAL COMMODITIES TRADING FIRM ***RELOCATION OFFERED***
- Quantitative risk Analyst | Commodities Specialist
- London
- Base Salary – £60,000 –£75,000 (Dependant on experience) + bonus and additional benefits
Market leading global commodities trading firm is looking for a front office quantitative risk analyst to expand their London office. The team has had record profit levels in Q1 of 2011 and is now looking to push further into the global Oil portfolios performing some market leading projects.
In order for them to continue this they have large hiring plans for the front office and need strong market analysts to support this growth.
The Quantitative risk analyst will have the following responsibilities:
• Quantitative Risk Analytics for a leading global commodities trading team.
• Implementing methodology for monte carlo risk management system
• Stress testing, Scenario Analysis, VaR modeling exposure
• Assessing the efficiency of current and new risk systems
• Communicate and convey complicated methodologies to both senior quantitative risk analysts and the trading floor.
The successful candidate is likely to possess the following background and skill set:
• Experience in the commodities trading sector..
• Qualification in a science/engineering/economics subjects involving strong numerical skills
• Ability to handle large amounts of data from various sources efficiently and accurately
• Strong at forming relationships across the business and working effectively with different teams
• Strong analytical thinker and problem solving capability
• Highly committed individual, keen to push the APAC team into new areas and able to express themselves effectively to all areas of the business, from junior analysts to senior level traders.
Please send all applications to risk@selbyjennings.com