Senior Quant Risk Analyst – Energy Markets & Metrics

E1 EDF Trading Ltd; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading energy trading firm is seeking a member for the Quant Risk team to develop and enhance risk metrics tools. This role involves collaborating with various risk management teams, providing quantitative analysis, and maintaining risk metrics calculations like VaR. The ideal candidate should possess a PhD or MSc in a relevant field and have at least 3 years of experience in quantitative risk management. Excellent analytical and programming skills in Python are essential for success in this fast-paced environment.

Qualifications

• At least 3 years experience in a quantitative/risk management role.
• Proven tracks in model development.
• Strong experience in model design and maintenance.

Responsibilities

• Design, develop, and maintain risk metrics calculations.
• Collaborate with various risk teams to enhance risk metrics.
• Provide quantitative support to global risk teams.

Skills

Quantitative analysis

Model development

Programming in Python

Attention to detail

Excellent analytical skills

Education

PhD or MSc in financial mathematics, applied mathematics or physics

Tools

Python

MATLAB

SQL

Microsoft Office

Job description

A leading energy trading firm is seeking a member for the Quant Risk team to develop and enhance risk metrics tools. This role involves collaborating with various risk management teams, providing quantitative analysis, and maintaining risk metrics calculations like VaR. The ideal candidate should possess a PhD or MSc in a relevant field and have at least 3 years of experience in quantitative risk management. Excellent analytical and programming skills in Python are essential for success in this fast-paced environment.