Twenty Financial Services are currently recruiting for a Senior Quantitative Risk Analyst for a multi-national Energy Company in London.
The person filling the role will: provide quantitative assessments, carry out validation of the modelling developments and develop internal risk models for the firm.
- Contribution to the ongoing model development: model validation and review for the risk measurement and valuation of the firm's models
- Modelling and analysis of complex transactions: advising, valuating and challenging the risk-related quantitative issues regarding the proposals
- Facilitation of the ongoing development of the Risk governance framework
- Presenting the results of analysis effectively to senior stakeholders, with the effect of adding value to the decisions made
- An excellent understanding of quantitative finance and risk management
- Excellent model validation experience in a trading environment.
- Experience and ability to work closely with the front office quant teams, traders, finance and risk teams
- Strong modelling skills in order to build complex models: Python is preferred (if not similar) and VBA is essential
- Experience within energy markets is desired; if not a definite interest is essential
- Comprehensive knowledge of risk related issues: derivative principles and option valuation
- Masters of PhD candidates are highly desirable
- Ability to challenge senior stakeholders regarding proposals for new models and transactions