Senior Quantitative Risk Analyst, Energy Trading

EDF Trading; England; On-site; GBP 70,000 - 90,000; Full time

Benefits offered by this job

Hybrid working

Personal pension plan

Private medical and dental insurance

Corporate gym memberships

Childcare vouchers

Job summary

A leading energy trading firm is seeking a mid-senior level quantitative risk manager. You will develop risk metrics tools and collaborate across various teams to enhance calculations. The ideal candidate will have at least 3 years' experience in risk management within an energy trading environment, possessing a PhD or MSc in relevant fields. This full-time role offers a dynamic work environment with opportunities to manage multiple workstreams under pressure, while applying your expertise in options pricing and quantitative analysis.

Qualifications

• At least 3 years experience in a quantitative/risk management role for an energy trading company.
• Proven track records of model development.
• Strong experience in model design and maintenance of model libraries.

Responsibilities

• Designing, developing, and maintaining quantitative risk metrics calculations.
• Collaborating with various teams to enhance risk metrics calculations.
• Providing quantitative support to global risk teams.

Skills

Quantitative risk management

Model development

Options pricing theory

Programming in Python

Strong 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 mid-senior level quantitative risk manager. You will develop risk metrics tools and collaborate across various teams to enhance calculations. The ideal candidate will have at least 3 years' experience in risk management within an energy trading environment, possessing a PhD or MSc in relevant fields. This full-time role offers a dynamic work environment with opportunities to manage multiple workstreams under pressure, while applying your expertise in options pricing and quantitative analysis.