Senior Quantitative Risk Analyst (Model Validation)

Recruiter
Selby Jennings
Location
Rugby, United Kingdom
Salary
£80k - £120k
Posted
15 Nov 2022
Closes
09 Dec 2022
Ref
17687126
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Quantitative Risk Analyst | Global Commodities House | London

An incredible opportunity has arisen with a global commodities trading house, who are hiring an experienced Quantitative Risk Analyst. If you are an experienced Quantitative analyst in the risk space, this is a great chance to join a growing team in one of the most respected company's in the energy market.

Key Responsibilities
  • Focused on identification and quantification of real optionality risk inherent in physical and financial energy markets
  • Validation of front office pricing and valuation models
  • Development of quantitative risk methodologies
  • Develop and maintain calculation engines for VaR, Car and PFE
  • Validate front office models used to calculate end of day MtMs and Greeks
  • Provide quantitative support to the risk control teams
  • Validate and monitor exotic deals booking approximations


Key Requirements
  • Experience in a quantitative role for an energy trading company or investment bank
  • MSc or PhD in financial mathematics, mathematics or physics
  • Expertise in options pricing theory and financial mathematics
  • Experience in model development, programming and maintenance of model libraries
  • Knowledge of energy commodities and derivatives products
  • Experience in a quantitative role for an energy trading company or investment bank
  • You need to sign in to save