Risk Quant

Risk Quant Model Validation in Energy Trading Risk Management England and Germany (remote) 12 month initial contract £ per day DOEOne of our clients is looking for a contractor to join their energy trading risk management The focus is on validating ML models used in energy trading risk. This includes: Reviewing model documentation and theoretical foundations Evaluating model implementation and input quality (automation, governance, data quality) Assessing testing frameworks Conducting benchmarking, back-testing, sensitivity analysis & stress testing Reviewing monitoring approaches Documenting validation outcomesMust-Have Experience Model validation within an energy tradingrisk function Hands-on experience withmachine learning models , ( Gradient Boosting (GBM)andRandom Forest (RF) are mandatory) StrongPythonskills Solid understanding ofcredit riskin the context ofenergy/commodities markets At least5 years\’ experiencein modelling and model validation Deep knowledge ofEuropean energy marketsand traded instruments Fluent inEnglish (C1 level or above)