Model Risk Manager - Energy

SmartestEnergy Business Limited; Greater London; Hybrid; GBP 102,000 - 138,000; Full time

Job summary

SmartestEnergy Business Limited in London is seeking a Model Risk Manager to shape how risk is measured and managed across our trading and origination portfolios. You will lead validation and development of risk methodologies for non-standard transactions, interfacing with stakeholders to keep the framework rigorous in a fast-moving energy market.

The role covers independent validation of front-office pricing, modelling of market data for commodity risk factors, and contributing to governance of

Qualifications

• Experience of quantitative risk management.
• Energy or finance industry background required.

Responsibilities

• Design and implement risk methodologies for non-standard transactions.
• Independent validation of front office pricing and valuation models.
• Contribute to shaping and governance of model validation policy and practices.
• Modelling of market data for commodity risk factors.
• Support other Risk teams on all quantitative risk models and methods.
• Assist with small tactical programming tasks to improve efficiency.

Skills

Quantitative risk management

Energy industry experience

Job description

Yearly salary 102,000.00 GBP - 138,000.00 GBP

Are you a quantitative risk professional who enjoys combining technical expertise with strategic influence?

As our Model Risk Manager, you'll play a pivotal role in shaping how risk is measured, understood, and managed across our Trading and Origination portfolios.

Leading a broad range of quantitative risk initiatives, you'll be responsible for validating valuation models, developing robust risk methodologies, and providing expert insight that supports informed commercial decision-making. Working closely with stakeholders across the business, you'll help ensure our risk framework remains rigorous, innovative, and fit for purpose in a fast-moving energy market.

How will I spend my time in this role?

• Design & implementation of risk methodologies, in particular for non-standard transactions;
• Independent validation of front office pricing and valuation models;
• Contribute to shaping and governance of model validation policy and practices;
• Modelling of market data for commodity risk factors;
• Support other Risk teams on all quantitative risk models and methods;
• Support other Risk teams on small tactical programming tasks that enhance efficient ways of working.

What skills/experience do I need to be successful?

• Experience of quantitative risk management;
• Energy or finance industry background required.

What sets us apart?

Global Impact: With offices in the UK, US, Spain and Australia, and plans for further expansion, you'll be part of a dynamic, globally-minded team, with opportunities to explore new markets and make a difference on a global scale.

Flexible Working: Embrace the freedom to work from anywhere in the world for up to 30 days a year. We prioritize work-life balance, recognizing that your well-being matters. Find out more here.

Commitment to Diversity and Inclusion: We celebrate our diverse culture and value individuals irrespective of background, disability, religion, gender identity, sexuality, or ethnicity. Join a team where diversity is not just welcomed but celebrated as a key driver of growth and innovation.

What does hybrid working mean to us?

Hybrid working typically means 2 days in the office location listed on this advert and 3 days working at home each week. Some occasional travel to our other offices may be required.