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Voir les 278 annonces d'emploi de SELBY-JENNINGS-LONDON
Senior Commodity Risk Quantitative Analyst–London-Circa £90,000 + significant bonus package
This forward-thinking energy house has a pioneering spirit to lead the energy markets, making them the most followed Energy House in the world. They are now looking to take on a talented Senior Commodities Risk manager who has the ability to lead and inspire their own team, someone who will help drive the company forward in the commodity markets, continuously breaking new boundaries. The Company conducts its business to return maximum value to shareholders while utilizing a wealth of knowledge and resources from its employees and acting responsibly in all communities in which it operates. Not only will this candidate be given exceptional responsibility, the candidate will be reporting to the MD's directly, giving that individual massive company-wide visibility making career progression easier and simpler.
Responsibilities for the Senior Commodity Risk Quantitative Analyst role:
-Assist in the reporting of risk trades and structured deal valuation undertaken by the Commercial Trading group based in Europe.
-Contribute significant value to the gas, power and emissions trading business as part of an aggressive growth plan.
-Play an integral role in building and supporting mathematical models for derivative and asset valuation.
-Working with the risk, trading, and commercial development groups, the individual will use his/her skills to structure and review complex trading positions in the gas & power markets.
-Model and value storage, transportation and power assets.
-Provide timely intrinsic and extrinsic asset evaluation.
-Support the options trading desk.
-Provide shift and term traders with appropriate information to trade and optimise storage and transportation positions.
-Assist building of structured solutions for the Commercial Development group.
-Help develop real option valuation skills within the Gas, Power & Emissions trading group.
-Ensure a consistent pricing/valuation approach with COP risk management.
-Ensure activity and recommendations are aligned with COP internal policy and procedure.
Required skills for the Senior Commodity Risk Quantitative Analyst role:
-Proven expertise in building complex portfolio analysis models.
-PhD in a numerate and/or quantitative discipline preferably to include advanced financial modelling. Numerical postgraduate qualification would be an advantage.
-Commercially focussed with demonstrated interest in mathematical modelling.
-Experience working in a trading group.
-Experience in developing options pricing models relating to gas and electricity markets.
-Advanced modelling skills to include some of the following: Monte Carlo Methods, Linear Programming, Stochastic Optimisation, and Econometrics.
The Person:
-Team player.
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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