Sr Quantitative Risk Analyst – Superb Trading firm
Candidates should be educated to Masters/PhD level in a numerate subject and have direct experience in a Quant/Risk Methodology/Structuring role and also ideally possess experience/knowledge within the world of Commodities/Energy.
Candidates will manage several internal relationships – the role interacts with Traders, FO Quants, Risk Control, Risk IT, New Business composition and Quant developers. The role is therefore highly visible to several business areas and also interacts with teams outside of the UK.
As a result candidates should have the gravitas to manage stakeholders up to a very Sr level and be able to push-back on positions, exposure and capital risk limits.
The role is very close to the business and candidates will gain broad experience in model validation, VaR methodology (stress-testing/Greeks), calibration, Quant modelling and regulatory work. Most firms have separate vertical lines for most of these areas but candidates here are able to improve their skills across the board.
This is a fantastic opportunity to work for a well renowned firm famous for a brilliant work-life balance and career progression.
If you would be interested in discussing this further, please send a CV and a paragraph detailing your suitability to Sammy @ skhelil@westbourne-partners.com
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