Quant Risk Analyst: VaR: C# or Python: Global Trading Co.

Job type:
on-site
Start date:
2020-11-30
Duration:
to 31st March 2021 Initially
From:
Eaglecliff Recruitment
Location:
London
Published at:
10/22/2020
Country:
flag_no United Kingdom
Project ID:
1986447

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Quant Risk Analyst: VaR: C# or Python: Global Trading Co.

To 31st March Iitially, scope for extensions (6 month rolling)

Can be worked OUTSIDE IR35

A World Leading Global Trading Company has an exciting opportunity for a Quant Risk Analyst to work closely with IT programmers, Deal Structurers and Traders to frame and implement various VAR engines for a newly created position management tool.

About the role:
- Senior Quant Risk Analyst for Deal Structuring team in London
- Will work closely with IT programmers (team of four), Deal Structurers, Traders to frame and implement various VAR engines for newly created position management tool
- Firstly, this will be implemented for Global Environmental Desk with the aim to roll other commodities
- 6 months initial contract
- Start ASAP

Must have Skills:
- 10 years risk analysis/management or mid office development in commodities or banking environment
- Position management tool programming
- Experience in defining VaR engines, Liquidity VAR, Credit VAR, Concentration VAR
- Monte Carlo and neural network implementation
- Implementation of pricing and greeks for vanilla, barrier and spread options
- Coding languages C# or Python

This needs combining with a positive attitude and an ability to work within a large, globally dispersed project team in a multi-cultural environment. You also need to be a self-starter, a logical thinker and a quick learner, with strong initiative and excellent communication, interpersonal and presentation skills, able to write clearly and concisely.

We believe in equality of opportunity for all job applicants regardless of gender, marital status, race, colour, nationality, ethnic origin, creed or religion, disability, sexual orientation or age.

Specialising within Energy Trading, Oil & Gas, Financial Markets and TV & Entertainment, Eaglecliff Recruitment is ISO accredited, a Member of REC and listed within the top 4% for Financial stability by Dun & Bradstreet. Please telephone for an immediate response or email your CV for a reply within one hour. Eaglecliff Ltd is acting in the capacity of an employment agency for permanent recruitment and an employment business for contractor resourcing.