Description
Quant Analyst, Utilities, Energy, Model Development, London, 6 months
Major utilities client is looking to appoint an experienced Quantitative Analyst to its model development team focused upon Energy products on a contract basis. You will be competent at building models and have ability to work in Python and Matlab
The Role:
- Advise upon, and contribute to, ongoing model development for valuation and risk measurement, carrying out reviews and validation of Front Office models to help ensure best practice is followed.
- Directly contribute to the design, construction and implementation of Risk models.
- Work effectively with other team members in Risk, Quantitative Analytics and Origination
- Communicate the results of analyses clearly, including to senior management, in a way which adds significant value to business decisions.
The role will give the post holder an excellent opportunity to gain experience of a variety of significant business and quantitative issues across different areas.
Key competencies
- A strong, degree- level educational background in a highly quantitative subject: (for example, mathematics, quantitative finance, operational research, science, engineering). Masters or PhD level qualifications in a relevant subject are highly desirable
- A good understanding of quantitative finance and related risk issues including derivative principles, option valuation, probability and statistics; coupled with a strong practical, and business focussed, approach to modelling, valuation and risk management
- Strong model validation experience in a trading environment and the ability to review and validate complex models.
- A good understanding of, or a keen interest and desire to learn about, energy markets is essential; experience in a high calibre energy-related trading environment would be highly desirable
- 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
- Ability to work under pressure and to tight deadlines in a trading-related Risk environment
- High attention to detail in both numerical analysis and written work
- Strong team working and influencing skills
- The ability to objectively and constructively challenge proposals for new modelling, whilst maintaining good working relationships
- Strong appetite for practical and high quality problem solving in a fast-moving commercial environment
If you wish to apply for the above position, please call me or email
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.
Pontoon is a global HR outsourcing company specializing in improving an organization's talent. We manage the contingent workforce and statement of work resources on behalf of our clients, as well as source and recruit direct hires. Pontoon's approach results in significant cost savings and revenue improvement, increased worker quality, workforce insight and greater regulatory compliance. A division of Adecco with operations in nearly 100 countries and with more than 1,500 colleagues worldwide, the Jacksonville, Florida-based organization delivers solutions to more than 150 industry-leading companies.