Quantitative Risk and Data Analyst

Key Responsibilities

• Risk reporting – daily/weekly/monthly reporting of risk the business carries, develop holistic Risk reporting for department, e.g. VAR suite, Stress testing, consolidated exposure/risk reports.
• Actively run and support daily VAR process.
• Development of quantitative models for the evaluation of complex structured deals, support originators/traders in the development and implementation of trading strategies incorporating such models.
• Development and validation of quantitative models for use in transaction valuation and risk measurement within the Commercial Risk.
• Risk data management - Ensure data in Risk systems are accurate, complete and accessible
• Risk Platform/System development: improve processes, systems and reporting from internal systems for Risk needs. Develop and support operationalisation of latest market technology.
• Price Analysis - time series analysis of prices/volatilities/correlations, support annual Audit review of company price and valuation data.
• Data handling - Provide data extract and manipulation for Risk Team and stakeholders
• Develop collaborative relationship with key stakeholders across functions

Skills, Knowledge & Expertise

• Degree level education in a numerate subject, preferably in Economics, Engineering, IT, Science or Mathematics
• Database (SQL) / coding / system knowledge and experience
• Commodities/Derivatives experience in a similar trading organization
• Minimum 4-5 years’ experience preferred
• Proven quantitative and programmatic skills
• Database (SQL) / coding / system knowledge
• A strong grasp of mathematics is a must with strong analytical skills
• Proven track record of developing and applying quantitative models to complex gas and/or power deals (e.g. gas storages, virtual power plants)
• Ability to think logically and problem solve is key
• Interest in commodities, traded markets and/or energy transition important
• Be a self-starter as well as a team player
• Willingness and ability to work and deliver on timelines
• Be diligent and dedicated to manage ad-hoc analysis and projects in a timely manner

Benefits