Description
The Quantitative Risk and Data Analyst will play a key role in the day-to-day functioning of the Commercial Risk team, with scope to work on exciting projects, including the development of new quantitative models to support the implementation of trading strategies, with a focus on Gas and Power.
Key Responsibilities
- Risk reporting – daily/weekly/monthly reporting of risk the business carries, develop holistic Risk reporting for department, e.g. VAR suite, Stress testing, consolidated exposure/risk reports.
- Actively run and support daily VAR process.
- Development of quantitative models for the evaluation of complex structured deals, support originators/traders in the development and implementation of trading strategies incorporating such models.
- Development and validation of quantitative models for use in transaction valuation and risk measurement within the Commercial Risk.
- Risk data ma...