Senior Quantitative Risk Analyst Model Validation - Rugby, United Kingdom - eFinancialCareers

eFinancialCareers

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Rugby, United Kingdom

1 week ago

Posted by:

Tom O´Connor

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Description

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 oneof 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