Energy Markets Quant Risk Lead - Metrics & VaR Expert

A leading energy trading firm is looking for a member of the Quant Risk team to develop and enhance risk metrics tools. You will collaborate with risk management teams, conduct quantitative analysis, and maintain risk metrics calculations like VaR. The suitable candidate should hold a PhD or MSc in a relevant field with at least 3 years of experience in quantitative risk management and possess excellent analytical and programming skills in Python. #J-18808-Ljbffr