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Quantitative Risk Analyst

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

Cititec Talent is seeking a highly skilled Senior Quantitative Risk Analyst/Developer to join our Quant Modeling team. 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.
Preferred Qualifications:
  • Experience in counterparty risk and PFE/XVA frameworks using commodities factor-based approaches and correlation analytics.
  • Advanced programming skills, ideally in Python.