Oil Market Risk Quant: Analytics & Trading Strategy

RJC Group; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

RJC Group in London seeks an experienced Quantitative Market Risk professional to join a leading energy trading desk. The role sits at the intersection of quantitative analytics, market risk and physical/financial oil markets.

You will develop and enhance risk analytics, assess exposures and support the business in understanding complex commodity risk, working with traders, risk managers and technology teams.

Qualifications

• 5+ years' experience in quantitative market risk or related field.
• Strong knowledge of oil/energy markets and derivatives.
• Proficient in VaR, stress testing, scenario analysis and P&L attribution.
• Experience with quantitative modelling and statistics.
• Strong Python skills; SQL and risk systems experience is advantageous.
• Experience collaborating with traders and front-office stakeholders.

Responsibilities

• Develop and maintain quantitative market risk models across oil and refined products.
• Analyse trading portfolios and assess exposure to price, volatility, basis and spreads.
• Provide actionable risk analysis to traders and risk managers.
• Develop VaR, stress testing, scenario analysis and risk sensitivities.
• Analyse complex oil structures (crack spreads, calendar spreads, basis).
• Collaborate with Front Office, Trading, Market Risk, Technology and Data teams.
• Communicate complex quantitative concepts clearly to stakeholders.

Skills

Quant analytics

Oil markets

Python

SQL

VaR

Stress testing

Scenario analysis

P&L attribution

Derivatives pricing

Communication

Education

Quantitative degree

Tools

Risk systems

Job description

RJC Group in London seeks an experienced Quantitative Market Risk professional to join a leading energy trading desk. The role sits at the intersection of quantitative analytics, market risk and physical/financial oil markets.

You will develop and enhance risk analytics, assess exposures and support the business in understanding complex commodity risk, working with traders, risk managers and technology teams.