обновлено 8 дней назад
Quantitative Risk Analyst (Energy)
Вакансия из Hirify Global, списка международных tech-компанийДля мэтча и отклика нужен Plus
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Risk Analyst (Energy) (Quantitative Risk/Derivatives): Developing and validating quantitative risk models for market, credit, valuation, and exposure management across energy trading activities with an accent on derivative pricing, Monte Carlo simulation, and model governance. Focus on challenging valuation frameworks, improving model robustness, and translating advanced quantitative methods into actionable insights for Risk Management, Trading, Finance, and audit stakeholders.
Location: London, United Kingdom; hybrid working model
Company
is an international energy company operating across the energy value chain, including energy origination, trading, sales, transport, and storage.
What you will do
- Develop, enhance, and maintain quantitative risk models supporting the Group Risk Framework, including MVaR, CMaR, CVaR, and PFE methodologies.
- Lead independent validation and review of valuation, exposure, market risk, and credit risk models.
- Improve modelling approaches to ensure robustness, accuracy, and alignment with industry best practices.
- Maintain model documentation and governance standards.
- Explain complex quantitative concepts and provide actionable insights to technical and non-technical stakeholders.
- Partner with Risk Management, Middle Office, Trading, Finance, auditors, and assurance reviewers.
Requirements
- Master’s degree or equivalent in Mathematics, Physics, Quantitative Finance, Financial Engineering, or a related quantitative discipline.
- Strong understanding of derivative valuation, market risk measurement, and credit risk measurement.
- Deep knowledge of probability theory, stochastic processes, time series analysis, and mathematical modelling.
- Hands-on experience developing and maintaining market and credit risk models, including Monte Carlo simulation.
- Programming experience, ideally in version-controlled environments such as GitHub.
- Strong analytical, communication, collaboration, and prioritisation skills.
Culture & Benefits
- Hybrid working model in London, United Kingdom.
- Competitive starting salary with bonus earning potential.
- Non-contributory pension with a 10% employer contribution.
- 25 days of holiday plus bank holidays and volunteering days, with holiday buy/sell options.
- Life assurance, medical and dental insurance with family cover, and optional flexible benefits.
- Blended learning and career development opportunities.
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