Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Develop and enhance risk metrics tools for EDF Trading, collaborating with various teams.
- Company: Join a leading energy trading company focused on quantitative analysis and innovation.
- Benefits: Competitive salary, professional development, and a dynamic work environment.
- Why this job: Make a real impact in risk management while working with cutting-edge quantitative models.
- Qualifications: 3+ years in quantitative risk management; PhD or MSc in relevant fields.
- Other info: Fast-paced environment with opportunities for career growth and skill enhancement.
The predicted salary is between 48000 - 72000 £ per year.
Department
The Quant Risk team delivers quantitative analysis to the Risk Group, provides independent assessments of EDF Trading’s pricing models and designs, develops and enhances EDF Trading’s Risk Metrics calculations (VaR, PFE, CaR, DV01 …). The department is organised into 2 teams, one responsible for implementing EDF Trading’s model validation framework and one in charge of EDF Trading risk metrics calculations.
Position purpose
- You will be a member of the Risk Metrics team, responsible for developing EDF Trading risk metrics tools.
- Responsible for designing, developing, and maintaining EDF Trading’s quantitative risk metrics calculations (VaR, PFE, CaR, DV01 …).
- Work collaboratively with Market Risk, Credit Risk, Risk IT, the Quant Team, Treasury, and IT to deliver enhancements to EDF Trading Risk Metrics calculations and prepare EDF Trading’s risk metrics platform for the future.
- Provide quantitative support to global risk teams, to Risk Control on quantitative analysis requested to support their daily publication of VaR, Credit Risk to support their publication of PFE and Treasury for Cash-at-Risk.
- Stay current with state-of-the-art latest quantitative modelling and proactively look to apply best practice.
Experience required
- At least 3 years experience in a quantitative/risk management role for an energy trading company, investment bank, fintech or trading house.
- PhD or MSc in financial mathematics, applied mathematics or physics or similar experience.
- Proven track records of model development.
- Strong experience in model design, programming, and maintenance of model libraries.
- Expertise in options pricing theory and financial mathematics.
- Knowledge of energy commodities and derivatives products.
Technical requirements
- Experienced in developing and supporting production risk models (VaR, PFE, CaR…).
- Good understanding of energy commodities and energy derivatives instruments.
- Strong knowledge of stochastic calculus.
- Strong programming skills in Python, MATLAB, SQL or equivalent.
- Skilled in modern source control and development best practices (e.g. TFS, GitHub, GitLab).
- Proficient with Microsoft Office products.
Person specification
- Excellent analytical skills.
- Strong attention to detail and focus on accuracy of information.
- Ability to manage multiple work streams in a trading environment of diverse and often conflicting pressures.
- Effective communication skills, with ability to articulate technical knowledge and complex concepts into clear concise analysis.
- Experience of working in a fast-paced environment is essential.
- Proactive.
Hours of work: 40 hours per week, Monday to Friday.
Senior Quantitative Risk Analyst in London employer: E1 EDF Trading Ltd
Contact Detail:
E1 EDF Trading Ltd Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Risk Analyst in London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, especially those working in energy trading or risk management. Attend events, webinars, or even local meetups to make connections that could lead to job opportunities.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative analysis projects or any relevant tools you've developed. This is a great way to demonstrate your expertise in risk metrics calculations and programming.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge. Be ready to discuss your experience with VaR, PFE, and other risk metrics, as well as your programming skills in Python or MATLAB. Practice articulating complex concepts clearly.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. Make sure your application stands out by tailoring it to highlight your relevant experience and skills in quantitative risk analysis.
We think you need these skills to ace Senior Quantitative Risk Analyst in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Senior Quantitative Risk Analyst role. Highlight your experience in quantitative risk management and any relevant projects you've worked on, especially those involving VaR, PFE, or energy commodities.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're the perfect fit for our team. Share specific examples of your past work that align with the responsibilities listed in the job description, and don’t forget to show your enthusiasm for the role!
Showcase Your Technical Skills: We want to see your programming prowess! Make sure to mention your experience with Python, MATLAB, SQL, or any other relevant tools. If you’ve developed risk models before, give us the details – we love specifics!
Apply Through Our Website: To make sure your application gets to us directly, apply through our website. It’s the best way to ensure we see your application and can consider you for this exciting opportunity!
How to prepare for a job interview at E1 EDF Trading Ltd
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative risk metrics, especially VaR, PFE, and CaR. Be ready to discuss your experience with model development and how you've applied financial mathematics in real-world scenarios. This is your chance to show off your expertise!
✨Showcase Your Programming Skills
Since strong programming skills in Python, MATLAB, or SQL are crucial for this role, be prepared to talk about specific projects where you've used these languages. If possible, bring examples of your code or projects that demonstrate your technical prowess.
✨Communicate Clearly
You’ll need to articulate complex concepts clearly, so practice explaining your past work in a straightforward manner. Think about how you can break down technical jargon into layman's terms, as this will impress the interviewers and show your communication skills.
✨Stay Current with Industry Trends
Demonstrate your knowledge of the latest trends in quantitative modelling and energy commodities. Research recent developments in the field and be ready to discuss how they could impact EDF Trading’s risk metrics. This shows you're proactive and genuinely interested in the industry.
