Role - Quantitative Risk Analyst - Commodities
Client - Hedge Fund
Location - London
The Quant Risk Analyst will help analyze & monitor the Commodities risk, build quantitative models for performance & risk analysis.
Responsibilities:
* Develop data-driven analytical models to uncover performance patterns among portfolio managers and pinpoint key drivers of P&L and risk (e.g., factor models, risk decomposition).
* Design and implement interactive dashboards for risk analysis and scenario visualization, providing intuitive GUI tools for decision support.
* Collaborate with the Quant Technology team to build and enhance option pricing and volatility models.
Skills:
* Advanced degree (Master’s or PhD) in a quantitative discipline such as Engineering, Computer Science, Mathematics, or Physics.
* Minimum of 3 years’ experience in a professional role within Trading, Structuring, Risk, or Quantitative Analysis at a financial institution, fintech firm, trading company, or commodities house.
* Strong programming skills, particularly in Python, with hands-on experience in the data science ecosystem (e.g. Pandas, scikit-learn or similar), and SQL. Experience with GUI development tools such as Dash, Panel, or equivalent is a plus.