List of Candidates
Quantitative Risk Analyst
Our client is a leading oil& gas company in the world, the vacancy is opened in it’s trade & marketing division.
- Working in the global matrix team;
- Voluntary medical insurance;
- Life insurance;
- Compensation of fitness;
- Professional and career growth;
- Business travel (UK).
- Developing the risk modelling framework (with primary focus on VaR) for new financial products;
- Participating in the validation of Front Office valuation models used for trading and hedging;
- Contributing to the design and the development of an independent Risk model validation Python based library;
- Helping to communicate and explain complex product modelling and valuation methodologies to the wider Risk team;
- Upgrading external packages the framework relies on and ensure existing functionality performs as expected;
- Maintaining the existing suite of unit tests;
- Maintaining the VaR back-testing framework and assist Market Risk with back-testing and analysis;
- Responding to ad-hoc queries raised by the wider of the Risk team.
- Masters Degree in highly quantitative subject;
- Experience in Monte Carlo modelling of energy commodity derivatives within a trading environment would be an advantage;
- Strong programming skills;
- A strong analytic background, with experience of applying probability theory, stochastic calculus, time series and differential equation techniques;
- Ability to explain and defend the methodology used in the development of quantitative models and tools;
- Ability to communicate complex issues in a clear, understandable manner to other business units.
- Experience of developing in Python or C#.