Quantitative Risk Analyst

Our client is looking for a Quantitative Risk Control Analyst to join their global risk management team. This role will work closely with teams in Front Office, Structuring, Origination, Back Office, Finance, Compliance, and Trading Systems to provide critical risk oversight across multiple commodities, including natural gas, LPG, LNG, U.S. power, emissions, and dry bulk. The position involves identifying, measuring, and monitoring market risk while ensuring compliance with internal policies and regulatory standards.

Key Responsibilities

• Risk Modeling & Quantitative Analysis: Build and implement risk models, manage Value at Risk (VaR) models, and ensure accurate risk assessments for trading positions.
• Market Risk Reporting & Analysis: Monitor and analyze market risk for physical and financial trades, providing critical insights into exposure and forward price movements.
• Trade Validation & Compliance: Ensure correct trade capture, pricing validation, and risk reporting while ensuring compliance with regulatory requirements.
• Collaboration & Process Improvement: Collaborate with traders to quantify portfolio risk, contribute to senior management reports, and work with internal teams to improve control frameworks and processes.
  
  

Qualifications & Skills

• A degree in mathematics, statistics, physics, economics, engineering, or quantitative finance (Master’s degree preferred).
• 3-5 years of experience in energy analysis or risk management.
• Experience developing commodity risk models, including discounted cash flow, storage, transmission, and congestion risk analysis.
• Strong understanding of risk management strategies and valuation techniques.
• Proficiency in programming languages like Python or R for data analysis.
• Ability to meet tight deadlines with a high level of accuracy and attention to detail.
• Knowledge of power flow models and expertise in assessing congestion risks (CRR/FTR).
  
  

This position offers an excellent opportunity to work within a global risk management team, enhancing your expertise in energy markets while supporting vital risk oversight functions. Apply today!