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Lead Products Quantitative Risk Modeler

London, LND, GB, SE10SU

GBP 70K-80K (estimate) Senior-level Full Time

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Found 23h ago

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

Master of Business Administration | Master of Science | PhD

Roles

Modeler | Quantitative Risk Modeler | Risk Modeler

Regions

Countries

States

Cities

London, England, GB

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