Analyst - Quantitative Risk (Open to Fresh
5 days ago
**What you’ll do**
The Analyst - Quantitative Risk is responsible for providing quantitative risk management support to the Risk and Commodity Trading teams, including model validation, market risk methodology, and risk management strategy.
**Performance & Delivery**
- Assist in the development of the methodology behind market risk parameters
- Provide quantitative assessment/analytics on new products and non-standard transactions.
- Provide first line support on daily VaR or option valuation issues
**What we’re looking for**
- Bachelor's degree, preferably in computer science, engineering, finance, mathematics, physics, statistics, or a related field (minimum)
- 1 - 2 years of professional experience in Risk or as a Quant, preferably in commodities
**Specific Knowledge requirements**:
- Sound understanding of Quantitative risk modelling in a commodity environment.
- Sound knowledge and understanding of a wide variety of model development and validation statistical techniques covering primarily market and credit risk
- Intermediate knowledge of options, both vanilla and exotic, including pricing and risk management
- Ability to explain and defend complex quantitative methodologies, in a clear, understandable manner to colleagues and senior managers within the Marketing BU.
- Ability to work under pressure and to tight deadlines in a trading environment
- Effective written and verbal communication skills
- Expert Programmer
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