Senior Quantitative Risk Analyst

A leading Energy Services company are looking for a Senior Quantitative Risk Analyst to join their Quant team in the London office. As part of the Risk department, the development and improvement of internal risk models will be a key focus.

Responsibilities:
• Offer guidance and actively contribute to the continuous development of valuation and risk measurement models. Conduct reviews and validations of Front Office models to ensure adherence to best practices.
• Take a direct role in shaping the design, creation, and implementation of Risk models.
• Evaluate a diverse range of potentially intricate transactions, performing necessary modelling and analysis. Provide insights on quantitative value and risk-related matters linked to proposals.
• Contribute to the ongoing enhancement of the company’s risk control proficiency.
• Effectively communicate analysis outcomes, including to senior management, in a manner that significantly enhances business decision-making.

Your Profile:
• Educational background in a strongly quantitative discipline (e.g., mathematics, quantitative finance, operational research, science, engineering, or similar).
• Profound comprehension of quantitative finance and associated risk considerations, encompassing derivative principles, option valuation, probability, and statistics.
• Proficiency in reviewing and validating intricate models.
• Strong knowledge of the energy commodity markets.
• Proficient modelling and programming skills such as Python and VBA
• Effectively communicate complex subjects in a comprehensible manner to various stakeholders, including traders, originators, asset developers, finance and other units.
• Adeptness at working under pressure and meeting tight deadlines in a trading-oriented Risk setting.
• Keen attention to detail in numerical analysis and written deliverables.

If you are interested and would like to find out more, please reach out to mmp@barclaysimpson.com