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Front Office Risk Analyst

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Selby Jennings

2021-12-03 07:34:15

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: Banking & Financial Services

Job description

Responsibilities:

  • Interact with the traders across all trading desks, carrying out fundamental analysis, setting limts and challenging strategies.
  • Develop and maintain engines for calculating VaR, CaR and PFE.
  • Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended.
  • Responsible for reviewing, analysing and understanding what drives day-to-day price volatility, P&L and position make-up.
  • Report and Present findings from the portfolios under your responsibility to management and senior stakeholders within the business.

Qualifications:

  • A degree in Quantitative Finance, Mathematics, Physics, or other science disciplines
  • 2 years' experience working in a Front Office Risk or Trading position within a commodity trading house or Investment bank.
  • A strong understanding of risk calculation methodologies for linear and non-linear instruments including: VaR, back-testing, portfolio stress testing, and sensitivity analysis
  • Strong Coding and analytical skills in Python, R, VBA or SQL.
  • Strong Knowledge of the Energy market (physical & financial) - Gas, Power or LNG
  • Experience working with traders.
  • Strong knowledge of Option Valuation - exotics
  • Knowledge of trading instruments related to commodities - physical forwards, swaps, options, and other derivatives

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