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Statera Talent is recruiting an experienced quantitative professional for a market-leading Buy Side firm in London.
In this role, you will manage the Quantitative Risk Analytics team. Working in a less regulated industry, you will have the freedom to develop models without the documentation and governance elements of Investment Banking.
Sitting on the trading floor, you'll work with exotic products in a smaller, commercially focused environment. From day one, you will have management responsibility for the team. You will report to an established leader who is highly regarded across the business.
Responsibilities:
* Lead the development and enhancement of an integrated risk analytics platform.
* Manage and mentor a team responsible for developing PFE, VaR and liquidity models.
* Drive the modernisation of risk calculation engines and infrastructure.
* Partner with senior stakeholders to shape future risk measurement capabilities.
Requirements:
* Strong mathematical background (MSc/PhD preferred).
* Quantitative Risk experience in energy trading or investment banking.
* In-depth knowledge of commodity products.
* Understanding of market risk, credit risk, and liquidity risk methodologies.
* Advanced programming skills (Python/MATLAB).
* Outstanding stakeholder management and communication abilities.
Why Join?
* This is a rare opportunity for promotion on entry.
* Direct exposure to senior management and trading teams.
* Global remit with implementation across multiple continents.
You don't need formal management experience. Applications from VP/Senior-level Quantitative Risk Analysts are welcome.
If you are an experienced Quantitative Risk Analyst looking for a leadership role, apply today.
Seniority level
* Seniority level
Mid-Senior level
Employment type
* Employment type
Full-time
Job function
* Job function
Finance
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