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Senior Quant Risk Analyst - Commodities - London

Job Title: Senior Quant Risk Analyst - Commodities - London
Contract Type: Permanent
Location: London
Industry:
Salary: £80000.00 - £120000.00 per annum
Reference: BBBH15275_1495100371
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: May 18, 2017 10:39

Job Description

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.

Main Responsibilities

  • 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

Required Skills

  • 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