Risk Engineering Manager recruitment
The Risk Engineering team exists within the clients’ Risk Analytics function, and provides quantitative expertise required to model new complex commodity derivatives and to maintain the existing solutions. The team performs implementation and analysis around the central risk management, booking and reporting system.
Responsibilities will include: implementation of Risk solutions, designing of pricing libraries in C++, analysis and support of new product delivery in core risk systems as well as the review and implementation of quantative projects.
The position, covering Coal / Gas / Oil, will report to the Head of Risk Engineering and you be expected to manage a team across multiple locations.
In order to be considered for this position you will possess the following:
- Strong experience of Risk management
- Significant understanding of commodity trading, trading lifecycle, physical asset trading instruments and/or financial asset trading instruments.
- Significant experience of the energy industry, including utilities, generation assets, energy supply chain, oil industry, energy trading, supply and sales.
- Intermediate to strong knowledge of Microsoft applications, especially Excel, including task atomisation and VBA.
- Significant experience of deal modelling, option theory, Monte-Carlo simulation techniques, Greeks, pricing models, stress testing, VaR concepts. Very good numerical ability.
- Intermediate to strong knowledge of specialist IT systems and software, e.g. OpenLink Endur, SQL, SAP Business Objects and /or other OLAP tools, object-oriented programming languages and mathematical modelling software.
- Significant evidence of application of quantitative and qualitative analytical and structured approaches to complex issues.
- Significant team management experience.
Compensation extremely competitive within this market leading, expanding, global franchise