Senior Quant Risk Analyst — Energy Market Models

SEFE Marketing & Trading Ltd; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Bonus earning potential

Pension with 10% employer contribution

25 days holiday

Buy/sell holidays

Life assurance

Medical and dental insurance

Flexible benefits

Job summary

SEFE Marketing & Trading Ltd seeks a talented Quantitative Risk Analyst to build, challenge and enhance risk models across Europe’s leading energy business.

You will validate valuation frameworks, drive improvements, and translate complex quantitative concepts for technical and non-technical stakeholders within a hybrid working environment. The role spans risk management, P&L, and balance sheet activities.

Qualifications

• Master’s degree or equivalent in Mathematics, Physics, Quantitative Finance, Financial Engineering, or related discipline.
• Strong understanding of derivative valuation methodologies and risk measurement techniques.
• Deep knowledge of probability theory, stochastic processes, time series analysis, and mathematical modelling.
• Hands-on experience developing and maintaining market and credit risk models, including Monte Carlo methods.
• Programming experience in version-controlled environments (e.g., GitHub).
• Excellent analytical skills with ability to challenge assumptions and improve methodologies.
• Exceptional communication to explain complex concepts clearly for technical and non-technical stakeholders.

Responsibilities

• Develop, enhance and maintain quantitative risk models underpinning SEFE's Group Risk Framework (MVaR, CMaR, CVaR, PFE).
• Lead independent validation of valuation and exposure models used across risk management, P&L and balance sheet.
• Drive continuous improvement of modelling approaches ensuring robustness and industry best practice.
• Maintain high-quality model documentation and governance standards.
• Translate complex quantitative concepts into clear insights for diverse stakeholders.
• Collaborate with Risk Management, Middle Office, Trading and Finance to ensure proper model implementation.
• Support external audits with guidance on valuation methodologies.
• Contribute to key projects shaping SEFE’s future risk analytics.

Skills

Derivative valuation

Risk measurement techniques

Probability theory & stochastic models

Monte Carlo simulations

Programming (GitHub)

Analytical mindset

Communication skills

Multi-priority management

Collaborative problem solving

Education

Master’s degree in quantitative field

Tools

GitHub

Job description

SEFE Marketing & Trading Ltd seeks a talented Quantitative Risk Analyst to build, challenge and enhance risk models across Europe’s leading energy business.

You will validate valuation frameworks, drive improvements, and translate complex quantitative concepts for technical and non-technical stakeholders within a hybrid working environment. The role spans risk management, P&L, and balance sheet activities.