Our client, a commodities trading firm is looking for a Quantitative Analyst to join their trading team in London.
Your responsibilities will include:
* Conducting the initial calibration of proprietary and off-the-shelf models
* Reviewing the calibration of complex structured deals throughout their life cycle
* Conducting and developing stress testing methodology
* Supporting market risk in recognizing model output and back-testing for model calibration validation
You will need to have the following experience:
* 2-5 years experience in an Power trading environment
* 2+ years within the risk management function
* Experience with Python
For more information, contact Sam at Marlin Selection and apply via the link provided.