Lead Products Quantitative Risk Modeler
London, LND, GB, SE10SU
GBP 70K-80K (estimate) Senior-level Full Time
Tasks
- Build risk management models
- Communicate risk model recommendations
- Conduct quantitative analysis of structured deals
- Design hedging strategies
- Develop quantitative valuation models
- Develop scenario analysis methods
- Estimate volatilities and correlations
- Implement Monte Carlo simulation
- Maintain quantitative valuation models
- Perform stress testing
- Provide risk model improvement recommendations
- Validate quantitative valuation models
Perks/Benefits
Skills/Tech-stack
Correlation modeling | Credit Risk | Credit risk modeling | Data Analysis | Dynamic Programming | ETRM systems | Energy Trading | Energy commodities | MATLAB | Market pricing | Mathematical Optimization | Monte Carlo | Monte Carlo Simulation | Option Greeks | Option theory | Options valuation | Python | R | Real Options | Real Options Valuation | Risk Modeling | SQL | Scenario Analysis | Simulation | Statistical Analysis | Stress Testing | Tableau | Volatility modeling
Education
Roles
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