Model Risk Manager - Energy

SmartestEnergy Limited; Greater London; Hybrid; GBP 118,000 - 138,000; Full time

Benefits offered by this job

Flexible working arrangements

Commitment to diversity and inclusion

Global career opportunities

Job summary

SmartestEnergy Limited is seeking a Model Risk Manager based in Greater London to shape risk measurement across Trading and Origination portfolios. The role involves validating valuation models and implementing robust risk methodologies, making key contributions to the company's risk framework.

The ideal candidate will have a background in quantitative risk management within the energy or finance industry. This position offers a hybrid working model, allowing for a balanced work life.

Qualifications

• Experience of quantitative risk management in the energy or finance industry.

Responsibilities

• Design & implementation of 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.
• Support tactical programming tasks that enhance efficient ways of working.

Skills

Quantitative risk management

Energy or finance industry background

Job description

Yearly salary 118,000.00 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.

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.