My client are a commodity trading firm based in London. They are looking to hire a Quantitative Risk Analyst, who will assist in innovating exotic weather derivative products. They operate a hybrid working model and prior experience within commodities markets is not essential.
Responsibilities:
- Develop Market and Counterparty Credit Risk models
- Validate front office pricing models
- Provide quantitative analytical support across the business
- Develop expertise on products including weather derivatives, swing contracts and hydro storages
Requirements:
- MSc/PhD in a numerical discipline (Financial Mathematics, Financial Engineering)
- Strong knowledge of options theory and monte carlo methods
- experience working in a quantitative role across middle or front office
- Commercial use of Python or C++
For further information, please apply with your CV below or contact me on lewis.clarke@greshamhunt.com