Senior Model Validation & Risk Methodology Quant – Global Commodities House
JOB DESCRIPTION
A globally leading commodities house is looking to recruit an experienced risk methodology model validation analyst for their expanding group in London. The senior analyst will be the main POC for all methodological queries within the local risk sector. Working alongside local traders structuring groups, the candidate will assist with development, risk control model validation of the commodities business.
Location: London, UK
The role:
- Validation verification of models used for both PL reporting risk management
- Design, implement maintain complex risk management models
- Close liaison with local traders, providing valuation, risk management any issues regarding implementation or modeling
- Model validation of exotic commodity pricing models
- Reporting to the European Head of Commodities Quantitative Analytics
- Provide training guidance to junior members
Requirements:
- 4-8years experience
- Background within commodities risk management, model validation or quantitative analytics is highly desired
- An quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering, Computer Science etc
- Experience with modeling, Monte-Carlo valuations, VaR concepts options pricing theory
- Strong communicative skills
- Experience with C++, C#, JAVA, VBA, Matlab are of preference
In Return:
- A large number of evolving projects to get your teeth stuck into and work expansively
- The chance to join arguably the strongest commodities team on the street
- The chance to master and manage some of the most complex models you can put your mind too.
- Impressive remuneration structure that pays well both on base and bonus
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
- Relocation allowance for overseas candidates
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: Risk management, model validation, risk methodology, quantitative analyst, commodity, commodities, trading, VaR, value at risk, market risk, trading lifecycle, options pricing, Monte Carlo simulation,
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: jobs@gqrgm.com
Contact: James Friend on +44 (0) 203 141 8000
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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