SENIOR QUANT RISK ANALYST
Role objectives
- Designing, delivering, and integrating robust models and tools for the valuation and risk management of products of interest to the Gas & Power Trading desks
- Providing quantitative support within the team and across the wider business
- Helping in the maintenance and improvement of the Quant codebase to meet the needs of the team's technical and non-technical stakeholders
Duties & Responsibilities
- Analyze, develop, test, and document new models
- Work with the rest of the team to enhance existing models and ensure new code meets the team standards for production
- Work with the trading desk to design and deliver solutions to the problems they face
- Work with the IT department to ensure new models fit within the wider IT infrastructure
- Work with the Risk Department to understand the implications of new modeling approaches on the company's ability to evaluate and report its risk
- Provide support to stakeholders on quantitative issues and the Quant libraries
Skills & Competencies
- Understanding of market dynamics and modeling methods, and the ability to apply it to real-world problems
- Excellent analytical and problem-solving skills and attention to detail
- Strong mathematical understanding with advanced knowledge of financial mathematics
- A clear appreciation of the use of quant models within a trading environment, throughout the deal lifecycle
- Good knowledge of valuation and risk analysis methods for complex products / derivative instruments (preferably in the energy/commodity markets)
- Ability to deliver practical solutions to business problems
Experience
- Development experience in C++ or C# (experience with other programming languages, for example, Python, would be advantageous)
- Experience with Option pricing is a plus
- Experience in Commodities (especially Power and Gas) would be an advantage
- Previous work experiences in an energy trading company or in financial organizations would be an advantage
- Experience with SQL databases is a plus
Education & Other Skills
- Master's Degree or equivalent in a Scientific, Computing, or Engineering discipline (with a focus on Operational Research, Mathematics, or Finance)
- Effective written and verbal communication skills; fluency in English (verbal and written) is essential.