Senior Quant Risk Analyst – Commodities & Derivatives

Forvis Mazars; City Of London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A respected multi‑strategy hedge fund in the UK seeks a Quantitative Researcher to enhance its quantitative trading team. This role involves formulating risk analysis models for commodity products and improving risk reporting tools. The ideal candidate will have over 10 years of experience in quantitative risk within physical energy trading, particularly in European Gas and Power. A strong academic background in quantitative disciplines is crucial for this high-impact position that offers significant career growth potential.

Qualifications

• 10+ years of experience as a commodities quant, strategist, or quantitative risk officer.
• Expertise in physical European Gas and Power.
• Strong academic background in math, physics, engineering, statistics, economics, or finance.
• Skilled in valuing and modeling physical commodity assets.

Responsibilities

• Formulate and implement models for risk analysis of commodity products.
• Improve and extend existing risk reporting tools.
• Develop methodologies for stress testing and analysis.
• Work with Risk Management on risk systems.

Skills

Risk analysis

Quantitative modeling

Statistical analysis

Communication

Education

Masters/Doctorate in quantitative fields

Job description

A respected multi‑strategy hedge fund in the UK seeks a Quantitative Researcher to enhance its quantitative trading team. This role involves formulating risk analysis models for commodity products and improving risk reporting tools. The ideal candidate will have over 10 years of experience in quantitative risk within physical energy trading, particularly in European Gas and Power. A strong academic background in quantitative disciplines is crucial for this high-impact position that offers significant career growth potential.