Quantitative Risk Analyst

Location United Kingdom
Discipline: Risk Management & Quantitative Risk
Contact name: Lewis Clarke

Contact email: lewis.clarke@greshamhunt.com
Job ref: 960

My client are a commodity trading firm based in London. They are looking to hire a Quantitative Risk Analyst, who will assist in innovating exotic weather derivative products. They operate a hybrid working model and prior experience within commodities markets is not essential.

Responsibilities:

  • Develop Market and Counterparty Credit Risk models
  • Validate front office pricing models
  • Provide quantitative analytical support across the business
  • Develop expertise on products including weather derivatives, swing contracts and hydro storages

Requirements:

  • MSc/PhD in a numerical discipline (Financial Mathematics, Financial Engineering)
  • Strong knowledge of options theory and monte carlo methods
  • experience working in a quantitative role across middle or front office
  • Commercial use of Python or C++

For further information, please apply with your CV below or contact me on lewis.clarke@greshamhunt.com