Senior Quantitative Risk Analyst
Senior Quantitative Risk Analyst
Centrica Energy Trading
London, United Kingdom
As a Senior Quantitative Risk Analyst you will provide a high quality, flexible, analysis service within Centrica Energy's Risk department. The team carry out quantitative assessments to validate and improve Centrica Energy models, develop internal risk models such as Value at Risk and PFE, review & assess complex transactions and help Centrica maximise value and control risk exposure.
This role will play an important part in the work of the Risk Department and make a significant contribution to Centrica Energy’s capabilities in this area. The role will provide an excellent opportunity to gain experience in a variety of significant business endeavours across different products and areas and produce quantitative solutions to support our growth. This, together with the opportunity for exposure to senior management, will help to provide an excellent platform for possible longer-term career development within one of the UK’s leading energy companies.
What you’ll be doing:
- Advise upon, and contribute to, ongoing model development for valuation and risk measurement, carrying out reviews and validation of Front Office models for a constantly evolving and increasingly sophisticated set of products
- Directly contribute to the design, construction and implementation of Risk models (e.g. Market Risk, Credit Risk and Liquidity Risk models such as Value at Risk, Profit at Risk, PFE, CVA/DVA and Variation Margin at Risk models) to help us on our journey of continually improving our risk modelling capabilities and provide valuable analysis and insights to the business
- Work effectively with Quantitative Analysts, Traders & Originators
- Communicate the results of analyses clearly, including to senior management, in a way which adds significant value to business decisions
- Stay updated on industry best practice and emerging trends in quantitative finance and risk modelling.
We have a few must-haves:
- Educational background within a highly quantitative subject (Mathematics, Quantitative Finance, Economics, Sciences, Engineering or similar)
- Ability to review and validate complex models
- Excellent modelling and related programming skills (e.g. exposure to Python or similar), with the ability to build complex models
- Good understanding of quantitative finance and related risk issues, coupled with a strong practical, and business focused, approach to modelling, valuation and risk management
- Excellent analytical skills with a deep understanding of quantitative finance and financial modelling
- Understanding of the energy commodity markets
- Ability to communicate complex issues in a clear, understandable manner with the front office quants team, traders, originators, asset developers, finance, Risk and other teams
- High attention to detail in both numerical analysis & written work and ability to work under pressure and to tight deadlines in a trading-related Risk environment
- Strong team working and influencing skills
- The ability to objectively and constructively challenge proposals for new modelling and transactions, whilst maintaining good working relationships
- Strong appetite for practical and high-quality problem solving in a fast-moving commercial environment.
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