Quantitative Risk Analyst - London

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Position: Quantitative Risk Analyst
Location: London

A multinational energy company search for a driven, experienced Quantitative Risk Analyst. Their risk department supports commodity trading activities, origination and asset development by providing a risk management capability. They need somebody who can provide high quality analytical skills across the risk department. The right person will be able to effectively validate and improve existing modelling developments as well as review and assess complex processes in order to maximise value and control risk exposure.

Key Responsibilities:

* Contribute to ongoing development of models designed for valuation and risk measurement while continually reviewing and validating the models to ensure best practice is followed
* Contribute to the design and construction of new Risk models if needed
* Provide high quality assessments of a vast range of potential complex transactions
* Advise on the value and risk-related quantitative issues
* Assess and advise on quantitative risk-related aspects of commercial issues where necessary and pave the way for continued risk control capability development
* Work effectively with Midstream quantitative analysts, originators and other team members in risk
* Report results in a clear manner to senior management to add significant value to key business decisions

Essential knowledge and skills:

* PhD in a quantitative field
* Solid understanding of quantitative finance
* Expert knowledge of coding in Python or a similar programming language
* Excellent modelling and programming experience
* Ability to build review and validate complex models
* Must have experience using monte carlo simulation
* Good understanding of energy markets
* Experience reporting on complex issues in a clear, understandable manner