Sr Quantitative Analyst
Sr Quantitative Analyst
Posted yesterday
SENIORITY
Senior
About the role
- Construct, validate, and fine‐tune sophisticated risk models spanning market, credit, and liquidity risk segments (VaR, PFE, EaR, funding, and market liquidity)
- Translate algorithms and codes from other languages into efficient Python implementations
- Develop valuation models for exotic product validation, including weather derivatives and structured products
- Participate in month‐, quarter‐, and year‐end closing processes
- Strategic Risk Assessment:
- Evolve and adapt risk models in response to shifting business strategies and dynamic market conditions
- Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions
- Support quarterly special topic discussions with risk owners to expand risk management influence
- Systems Integration & Data Analytics:
- Champion trading system transformation initiatives and integration projects across multiple platforms
- Drive seamless integration with data warehouses and advanced data analytics frameworks
- Support systems upgrades, implementations, and Trading Risk Management automation projects
- Collaborative Excellence:
- Work closely with cross‐functional teams to ensure seamless integration of risk models and holistic risk management approach
- Foster proactive risk management culture, moving beyond reactive approaches
- Governance & Standards:
- Conform to SOX controls processes and innovate control improvements
- Foster a risk‐aware culture, model high ethical standards, and champion company values of excellence, doing the right thing, and respect
- Mentor junior colleagues in quantitative best practices and Python programming excellence
- Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field 4+ years of experience in quantitative risk management, preferably in energy/commodity markets
- Expert‐level Python programming skills with experience in financial modeling libraries
- Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLMStrong understanding of risk methodologies (VaR, stress testing, scenario analysis)
- Experience with exotic derivatives valuation and structured product modeling
- Knowledge of energy markets and power market fundamentals
- Enthusiasm in risk management and proven experience for trading system transformation and multi‐system integration projects
- Trading system transformation and modernization initiatives
- Integration projects spanning multiple systems and data warehouses
- Data analytics innovation, AI and proactive risk management approaches
- Python programming excellence and automation opportunities
- Collaborative frameworks that expand risk management influence
- Develops and improves upon mathematical models and translates algorithms into code
- Works with origination, risk management and trading to interpret valuations provided by models and responds to intra‐day trading requests to price and evaluate structured transactions
- Assists development of energy price forecast, forward curve, and volatility models
- Designs and constructs risk management tools used in evaluating company's risk profile and exposure levels
- Performs other job‐related duties as assigned
- Bachelor's - Accounting / Finance
- Master's Degree
- Doctorate - Business
Before you apply
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Your profile is current
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Two examples you can talk through
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A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.
