Quantitative Risk Analyst

1 day ago

London, Greater London, United Kingdom Cititec Talent Full time
Senior Quantitative Risk Analyst/Developer

Our client is a global leader in the energy and commodities markets, helping clients navigate complex markets to maximize revenues and minimize risks.

This role is critical in developing and enhancing the firm's risk management systems, focusing on Value-at-Risk (VaR) models and advanced risk tools to support various trading activities.

Key Responsibilities:

  • Build, enhance, test and maintain quantitative models specialized for the needs of trading and risk managers, including derivatives pricing and volatility marking.
  • Contribute to the firm's effort to calculate and aggregate raw risk metrics (greeks) from different trading systems to enhance the firm's overall risk management capabilities.
  • Improve and extend existing risk reporting tools, including risk analysis and P&L attribution.

Requirements:

  • Advanced degree in a quantitative field such as Mathematics, Statistics, Financial Engineering, or a related discipline.
  • At least 5+ years of experience as a commodities quant or strategist or quantitative risk officer, gained in a Hedge Fund, Oil Major, Commodities Trading House or a Bank.
  • Proven track record in market risk, developing and implementing VaR models, with deep knowledge of the modelling approaches and their strengths/weaknesses.
  • Expert knowledge of risk and understanding of the application of complex mathematical concepts related to Monte Carlo, options pricing and time series analysis.

Preferred Qualifications:

  • Experience in counterparty risk and PFE/XVA frameworks using commodities factor-based approaches and correlation analytics.
  • Advanced programming skills, ideally in Python.

We are looking for a highly skilled and experienced quantitative risk analyst to join our team. If you have a strong background in risk management and a passion for developing and implementing advanced risk models, we encourage you to apply.

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