Senior Quantitative Risk Analyst (Model Validation)
- Employer
- Selby Jennings
- Location
- Rugby, United Kingdom
- Salary
- £80k - £120k
- Closing date
- Dec 9, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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
Key Requirements
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
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