Senior Quant Risk Modeller
Core
Develops quantitative risk and valuation models for asset, trading, and sales portfolios, focusing on power, gas, and commodity markets.
Role type
Senior quantitative risk modeller (commodities/energy)
Builds
Scalable and maintainable modelling, data, and reporting solutions
Domain
Energy and commodity markets
Deliverable
production ML models
Required skills
Python, SQL, stochastic valuation, backtesting, benchmarking, complex market analysis
Preferred skills
Stakeholder communication, cross-functional collaboration, pragmatic problem solving
Responsibilities
Develop and calibrate risk/valuation models for trading and group-wide risk themes; Perform backtesting and benchmarking to ensure model quality; Prepare quantitative insights for risk committees and management; Build scalable modelling and reporting solutions.
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