List of Candidates

Quantitative Risk Analyst

Saint Petersburg

Project description

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#.

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