Not specified (assumed to be office-based due to the nature of the role)
3+ years energy market risk experience
Derivative and option theory knowledge
Stochastic modelling and monte carlo valuation
Kerry Consulting is seeking a Quantitative Analyst for its energy trading division in Singapore. The role focuses on the valuation of complex structured products and requires a strong background in energy market risk along with advanced quantitative skills
Job Summary
The role serves as the primary quantitative specialist for valuing complex derivative portfolios within a global energy sector leader.
Candidates will spearhead the development of calibration methodologies for unobservable market parameters and advance unified valuation platforms.
The position requires close partnership with stakeholders to ensure rigorous valuation governance and model validation standards.
Matching Summary
Match Score: 85
Kerry Consulting is seeking a Quantitative Analyst for its energy trading division in Singapore. The role focuses on the valuation of complex structured products and requires a strong background in energy market risk along with advanced quantitative skills.
Skills & Requirements
Must-have
3+ years energy market risk experience
Derivative and option theory knowledge
Stochastic modelling and Monte Carlo valuation
VaR methodologies proficiency
Python, R, or Matlab programming skills
Nice-to-have
Experience in investment bank environment
Global commodity markets knowledge
Structured products development experience
Model governance and validation standards
Risk identification practices design
Key Requirements
Postgraduate degree in finance, mathematics, or related field
Minimum three years of experience in energy market risk
Hands-on experience developing quantitative models for structured products