Senior Quantitative Risk Analyst (Energy)

TL;DR

Senior Quantitative Risk Analyst (Finance/Energy): Developing and enhancing quantitative risk models (MVaR, CMaR, CVaR) for energy trading with an accent on derivative pricing and valuation frameworks. Focus on independently validating complex models, improving modelling accuracy, and translating quant concepts into strategic business insights.

Location: Hybrid in London, United Kingdom

Company

International energy company owned by the German Federal Government, providing energy solutions and trading across the European value chain.

What you will do

• Develop and maintain risk models including MVaR, CMaR, CVaR, and PFE methodologies.
• Lead independent validation and review of valuation and exposure models used in risk management and P&L reporting.
• Drive continuous improvement of modelling approaches to align with industry best practices.
• Maintain high-quality model documentation and governance standards.
• Translate complex quantitative concepts into actionable insights for technical and non-technical stakeholders.
• Collaborate with Risk Management, Middle Office, Trading, and Finance teams to ensure model implementation.

Requirements

• Master's degree in Mathematics, Physics, Quantitative Finance, Financial Engineering, or a related quantitative discipline.
• Strong understanding of derivative valuation methodologies and market/credit risk measurement.
• Deep knowledge of probability theory, stochastic processes, and time series analysis.
• Hands-on experience with Monte Carlo simulation techniques.
• Programming experience within version-controlled environments (GitHub).
• Must be based in or able to work hybrid in London, UK.

Culture & Benefits

• Competitive salary and bonus earning potential.
• Non-contributory pension with 10% employer contribution.
• 25 days holiday plus bank holidays and volunteering days.
• Life assurance, medical, and dental insurance including family cover.
• Hybrid working model flexibility.
• Blended approach to learning and career growth opportunities.