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Power and gas quantitative analyst - selby jennings

London
Quantitative analyst
Posted: 19 December
Offer description

A leading, multi-manager hedge fund with $15Bn AuM is looking for a Senior Quantitative Analyst to join their centralised risk team to support their discretionary Commodity Trading platform. The hire will develop trading and risk models for physical commodities, with a particular emphasis on the EU physical power and gas. The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. In this team, the hire would contribute to their expansion in the physical commodities trading space. This position can be based in London or Copenhagen. Responsibilities Building models for risk analysis for commodity products and derivatives. Enhancing existing risk models and tools, managing ad hoc improvement requests. Applying complex quantitative methodologies to perform key risk processes including estimating market liquidity/ liquidation costs. Contributing to broader risk team's assessment of the firm's risk. Requirements 5 years' experience as a commodity quantitative analyst/ risk officer at a sell-side institution, physical energy trading firm, or utility company. Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering. Demonstrated expertise in EU Power and Gas. Strong exposure to a range of commodities including crude oil, energy assets, softs, shipping, and electricity. Expertise with valuing and modelling physical commodities. Strong coding skills in Python and SQL. Capacity to excel in a fast-paced environment. If interested, please apply via the link. Due to high volume of applications, additional time may be needed for suitable applicants to receive a response.

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