Senior Quantitative Risk Analyst – Energy Markets

EDF Trading; Greater London; On-site; GBP 55,000 - 75,000; Full time

Job summary

A leading energy trading company based in Greater London is seeking a Quantitative Risk Analyst. In this role, you will validate pricing models and assess optionality risks in energy markets. Candidates must have at least 3 years of experience in a quantitative role, ideally in energy trading, along with an MSc or PhD in a relevant field. Strong programming skills in Python and experience in model development are essential. The company offers a collaborative environment to apply best practices in quantitative risk management.

Qualifications

• 3+ years experience in a quantitative or risk management role within energy trading or investment banking.
• Proven experience in Model Risk assessment and knowledge of options pricing.
• Strong skills in programming and maintenance of models.

Responsibilities

• Validate pricing and valuation models used for calculating end of day Mark-to-Market.
• Assess optionality risk in energy markets during trade approvals.
• Document Model Validation work to established standards.

Skills

Quantitative analysis

Risk management

Analytical skills

Programming in Python

Model development

Education

MSc or PhD in financial mathematics, mathematics or physics

Tools

Python

Matlab

Microsoft Office

Job description

A leading energy trading company based in Greater London is seeking a Quantitative Risk Analyst. In this role, you will validate pricing models and assess optionality risks in energy markets. Candidates must have at least 3 years of experience in a quantitative role, ideally in energy trading, along with an MSc or PhD in a relevant field. Strong programming skills in Python and experience in model development are essential. The company offers a collaborative environment to apply best practices in quantitative risk management.