Senior Quant Risk Analyst - Hybrid, Mentoring & Growth

SEFE Storage GmbH; Greater London; Hybrid; GBP 80,000 - GBP 100,000; Full time

Job summary

A leading international energy company in the United Kingdom is seeking a Senior Quantitative Risk Analyst (m/f/d) to lead crucial projects and mentor a team of analysts. You will be responsible for developing and maintaining risk models, ensuring documentation is accurate and supporting the Risk Management function. The ideal candidate will hold a Master’s degree in Mathematics or Physics and demonstrate strong analytical skills in valuation methodologies and risk metrics. A competitive salary and benefits are offered, along with opportunities for hybrid working.

Benefits

Bonus earning potential

Non-contributory pension with 10% employer contribution

25 days holiday plus bank holidays

Buy/sell holidays

Life assurance

Medical and dental insurance (family cover)

Range of optional flexible benefits

Qualifications

• Master's degree or similar qualification in Maths or Physics.
• Strong understanding of valuation methodologies and risk metrics.
• In-depth knowledge of probability theory and stochastic calculus.
• Experience in validation methodologies for derivatives products.

Responsibilities

• Maintain documentation for risk management models.
• Develop and test relevant risk models to support the SEFE Group Risk Framework.
• Deliver independent review/validation of valuation models.
• Mentor other analysts and assist with team development.

Skills

Valuation methodologies

Risk metric calculation

Stochastic calculus

Monte Carlo risk modelling

Attention to detail

Python

C#

Communication

Project management

Education

Master's degree in Maths or Physics

Post graduate qualification in Financial modelling

Job description

A leading international energy company in the United Kingdom is seeking a Senior Quantitative Risk Analyst (m/f/d) to lead crucial projects and mentor a team of analysts. You will be responsible for developing and maintaining risk models, ensuring documentation is accurate and supporting the Risk Management function. The ideal candidate will hold a Master’s degree in Mathematics or Physics and demonstrate strong analytical skills in valuation methodologies and risk metrics. A competitive salary and benefits are offered, along with opportunities for hybrid working.