Quantitative Risk Analyst (m/f/d)

Sefe

London, United Kingdom
Hybrid
Quantitative risk modelling
Derivatives valuation
Stochastic processes
Lead critical modelling initiatives and independently validate valuation and exposure models

Job Summary

  • Lead critical modelling initiatives and independently validate valuation and exposure models.
  • Act as a trusted advisor to Risk Management, Middle Office, and senior stakeholders.
  • Enjoy a hybrid working model with comprehensive financial, lifestyle, and wellness benefits.

Matching Summary

Lead critical modelling initiatives and independently validate valuation and exposure models.

Skills & Requirements

Must-have

  • quantitative risk modelling
  • derivatives valuation
  • stochastic processes
  • Monte Carlo methodologies
  • Python or C# programming
  • risk metrics
  • regulatory compliance

Nice-to-have

  • mentoring experience
  • cross-functional collaboration
  • analytical mindset
  • solution-oriented approach

Key Requirements

  • Master's degree or higher in Mathematics, Physics, Quantitative Finance, or related discipline
  • Strong experience in quantitative risk modelling within energy trading or financial markets
  • Advanced knowledge of probability theory and numerical techniques

Work Rights

Not specified

Tailored Resume

Cover Letter