Market Risk Quantitative Analyst - Commodities - London

Job Title: Market Risk Quantitative Analyst - Commodities - London
Contract Type: Permanent
Location: London, England
Salary: £50000.00 - £60000.00 per annum
Reference: BBBH15996_1503558933
Contact Name: Charlotte Emms
Contact Email:
Job Published: August 24, 2017 08:15

Job Description

Twenty Financial Services are currently recruiting for a Junior Quantitative Risk Analyst for an Energy Trading Company based in London


  • Working within the Market Risk team to improve VaR methodologies and related risk metrics; Gamma or Vega VaR
  • Quantitative analysis of the portfolio risk profile; proposing new risk measures or stress tests
  • Contributing to regular assessment of these risk metric methodologies; assessing the back/stress testing processes; reporting issues and discrepancies found to the Market Risk manager
  • Development of risk metrics including LNG for complex businesses
  • Development of valuation methodologies for complex contracts including power tolling, gas storage and swing
  • Automation of various Market Risk processes including stress testing and back testing
  • Using advanced programming skills to develop and enhance processes and methodologies (various tools: F#, C#, C++. SQL and VBA)
  • Stakeholder Management; communicating with senior stakeholders across the business; interacting with Finance, IT, Front Office, MO and Operations teams and key stakeholders within

Essential Skills:

  • A degree in relative quantitative subjects such as Computer Science, Mathematics, Engineering
  • Working experience as a quantitative analyst or a developer
  • Excellent programming skills: F#, C#, C++, SQL and VBA preferred

Desired Skills:

  • Market Risk knowledge: Greeks, P&L, VaR methodologies
  • SQL knowledge
  • Experience within commodities