Quantitative Risk Analyst - Commodities - London

Twenty Financial Services are currently recruiting for a Quantitative Risk Analyst/ Developer for an Energy Trading Company based in London

Responsibilities:

* Working within the Market Risk team to improve VaR methodologies and related risk metrics; Gamma or Vega VaR
* Quantitative analysis of the portfolio risk profile; proposing new risk measures or stress tests
* Contributing to regular assessment of these risk metric methodologies; assessing the back/stress testing processes; reporting issues and discrepancies found to the Market Risk manager
* Development of risk metrics including LNG for complex businesses
* Development of valuation methodologies for complex contracts including power tolling, gas storage and swing
* Automation of various Market Risk processes including stress testing and back testing
* Using advanced programming skills to develop and enhance processes and methodologies (various tools: F#, C#, C++. SQL and VBA)
* Stakeholder Management; communicating with senior stakeholders across the business; interacting with Finance, IT, Front Office, MO and Operations teams and key stakeholders within

Essential Skills:

* A degree in relative quantitative subjects such as Computer Science, Mathematics, Engineering
* Working experience as a quantitative analyst or a developer
* Excellent programming skills: F#, C#, C++, SQL and VBA preferred

Desired Skills:

* Market Risk knowledge: Greeks, P&L, VaR methodologies
* SQL knowledge
* Experience within commodities