Energy Markets Risk Lead (Quant Modelling & Data)

Sentinel; Easter Howgate; Ibrido; GBP 90.000 - 130.000; Tempo pieno

Vantaggi offerti da questo lavoro

Performance-related bonus

Benefits package

Descrizione del lavoro

Sentinel is seeking a Risk Manager to strengthen quantitative modelling and risk data capabilities across an energy portfolio. Edinburgh or Perth, hybrid role with 50% office presence, permanent full-time position.

You will translate trading strategies into risk measures, enhance data pipelines, and report risk insights to senior stakeholders, while mentoring a small team of analysts.

Competenze

• Must have experience developing quantitative risk models in energy/commodities/markets.
• Strong Python and data analysis skills; SQL, PySpark or cloud platforms.
• Knowledge of stochastic modelling and time series analysis.
• Experience collaborating with trading or commercial teams and leading analysts.

Mansioni

• Develop quantitative models translating trading strategies and market exposures into clear risk measures and insights.
• Improve data pipelines and analytical processes that support risk reporting.
• Collaborate with trading desks, commercial teams and technology colleagues to evaluate new strategies and products.
• Present findings to senior stakeholders and risk committees; support team development.

Conoscenze

Stochastic modelling & time series

Team leadership & communication

Experience with energy/commodities

Presenting to stakeholders

Independent problem solving

Strumenti

Python

SQL

PySpark

Cloud platforms

Descrizione del lavoro

Sentinel is seeking a Risk Manager to strengthen quantitative modelling and risk data capabilities across an energy portfolio. Edinburgh or Perth, hybrid role with 50% office presence, permanent full-time position.

You will translate trading strategies into risk measures, enhance data pipelines, and report risk insights to senior stakeholders, while mentoring a small team of analysts.