Senior Quantitative Risk Analyst

Location: London, England, United Kingdom

Salary: Flexible salary + Bonus & Benefits

A Global Commodities Trading firm are currently seeking a new Senior Quantitative Risk Analyst.

Serving as an experience member of the team, the Senior QR Analyst will help assess risk, validate models, value complex transactions and advise on quantitative/modelling issues as required.

Reporting in to the Head of Quantitative Risk; specific responsibilities will include:

  • Ongoing model development for valuation and risk measurement, carrying out reviews and validation of models to help ensure best practice is followed
  • High quality assessment of a wide range of potential complex transactions, carrying out modelling and analysis as necessary, advising upon the value and risk-related quantitative issues associated with the proposals
  • Assess and advise on quantitative risk-related aspects of commercial issues
  • Work effectively with other team members in areas such as: risk, quantitative analysis, origination and asset development
  • Support business decisions by communicating value add analysis effectively to senior management

Experience required:

  • Strong academic track record including degree level education within a quantitative subject
  • Strong model validation experience in a trading environment
  • Good understanding of quantitative finance and related risk issues (derivative principles, option valuation, probability and statistics)
  • Model development experience
  • Programming experience (Python or similar)
  • Interest or experience in energy markets

Ability to communicate complex issues to various stakeholders in a clear & concise manner