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Senior Quantitative Risk Analyst - international oil and energy trading company
January 12, 2018
London, United Kingdom
To support the Market Risk & Middle Office in evaluating all the quantitative market risks.
Daily VaR calculations;
Daily PnL production/greek reports;
Stress-testing and liquidity analysis;
2-3 years in a Crude Oil/Products risk role.
Strong experience in Quant/Market risk reporting and analysis.
Experience of VaR calculations, sensitivities & greeks.
Other programing languages (C#)
LNG and/or NatGas risk reporting.
Freight Trading and risk reporting.
***Oil Recruitment is working as an agent on behalf of a client for this role. We have been working with some of the world's leading banks, trading companies, major oil companies and utilities within the energy trading arena since 1998. We work on roles in trading, broking, risk, credit, quantitative analysis, consultancy, shipping, chartering, operations and contract analysis across the upstream and downstream energy markets in crude, oil products, gas, power and carbon. To learn more about our business and to see details of our other vacancies visit www.oilrecruitment.co.uk