Leading Global Energy Trading business is now seeking a high calibre Quantitative Market Risk Analyst to join their London office. This is a challenging and exciting role for someone with 1 to 4 years working experience in a trading environment and highly developed Quantitative skills. Your focus will be on both the physical and financial energy markets, including validation of front office pricing and valuation models and development of quantitative risk methodologies. You will be responsible for developing and maintaining calculation models for Value at Risk and validating front office pricing and valuation models used to calculate end of day mark to market and Greeks covering a wide range of energy products. This is a highly quantitative role which requires top level mathematics ability.
You will need to have experience in a quantitative role for an energy trading company or investment bank as well as a MSc or Phd in financial mathematics or physics. Previous experience of options pricing theory, model development, programming and maintenance of model libraries would also be useful as well as knowledge of energy commodities and derivatives products. In addition you should have excellent analytical skills, strong communication skills and the ability to work in fast paced trading environment.