Lead Crude Quantitative Risk Modeler
London, LND, GB, SE10SU
GBP 75K-80K (estimate) Senior-level Full Time
Tasks
- Communicate risk model recommendations
- Conduct quantitative analysis of structured deals
- Design hedging strategies
- Design scenario analysis and stress testing methodologies
- Develop quantitative valuation models
- Develop validate maintain risk management models
- Model estimate volatilities and correlations
- Recommend improvements to risk management models
- Refine scenario analysis and stress testing tools
- Support real options valuation
- Support simulation of forward curves
- Validate maintain quantitative valuation models
Perks/Benefits
- N/A
Skills/Tech-stack
Correlation modeling | Econometrics | Options analysis | Quantitative Analysis | Real Options | Real options analysis | Risk Management | Scenario Analysis | Series analysis | Simulation Modeling | Statistical Analysis | Stress Testing | Time Series | Time Series Analysis | Volatility modeling
Education
N/A
Roles
Related jobs
-
Lead Products Quantitative Risk Modeler GBP 70K-80KCorrelation modeling | Credit Risk | Credit risk modeling | Data Analysis | Dynamic ProgrammingDefined benefit pension | Free gym | Private healthcare | Relocation allowance | Share incentive planSenior-level Full TimeLondon, LND, GB, SE10SU2d ago
-
Lead Power Quantitative Risk Modeler GBP 60K-73KCarbon markets | Correlation modeling | Credit Risk | Credit risk modeling | Dynamic ProgrammingDefined benefit pension | Free gym | Private healthcare | Resettlement allowance | Share incentive planSenior-level Full TimeLondon, LND, GB, SE10SU2d ago