Lead Power Quantitative Risk Modeler
London, LND, GB, SE10SU
GBP 60K-73K (estimate) Senior-level Full Time
Tasks
- Communicate risk model recommendations to stakeholders
- Conduct quantitative analysis of structured deals
- Design and refine scenario analysis methods
- Develop quantitative valuation models for power markets
- Estimate volatilities and correlations
- Perform stress testing analysis
- Provide recommendations to improve risk management models
- Support real options valuation and forward curve simulation
- Validate and maintain risk management models
Perks/Benefits
Skills/Tech-stack
Carbon markets | Correlation modeling | Credit Risk | Credit risk modeling | Dynamic Programming | ETRM systems | Energy Markets | MATLAB | Mathematical Optimization | Monte Carlo | Monte Carlo Simulation | Option Greeks | Option pricing | Options valuation | Power markets | Python | R | Real Options | Real Options Valuation | Risk Modeling | SQL | Scenario Analysis | Statistical Analysis | Stress Testing | Tableau | Volatility modeling
Education
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