We're currently supporting an Energy Trading Firm in their search for a Front Office Quantitative Risk Analyst focusing on modelling market, credit and liquidity risk. The team is also responsible for the implementation of model risk frameworks.
Technical requirements
* Experience in developing and maintaining production risk models (VaR, PFE, CaR, Liquidity at Risk)
* Strong knowledge of energy markets
* Strong programming skills in Python.
Work pattern: 3 days a week in the office (flexibility where required)
The salary banding for the role is £90,0000 - £105,000 + benefits and bonus.
If you believe you would be a good match for the role please apply!