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- Tasks: Develop and enhance risk metrics tools for EDF Trading, collaborating with various teams.
- Company: Join a leading energy trading company focused on innovative risk management solutions.
- Benefits: Competitive salary, professional development, and a dynamic work environment.
- Why this job: Make a real impact in the energy sector with cutting-edge quantitative analysis.
- 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 43200 - 72000 £ per year.
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 team responsible for implementing EDF Trading’s model validation framework and one team in charge of EDF Trading risk metrics calculations.
You will be a member of the Risk Metrics team, responsible for developing EDF Trading risk metrics tools. Responsibilities include:
- Designing, developing, and maintaining EDF Trading’s quantitative risk metrics calculations (VaR, PFE, CaR, DV01 …)
- Working 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
- Providing 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
- Staying current with state-of-the-art latest quantitative modelling and proactively looking 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 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
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, or even hit up LinkedIn. The more you chat with folks in the field, the better your chances of landing that Senior Quantitative Risk Analyst role.
✨Show Off Your Skills
When you get the chance to interview, don’t just talk about your experience—show it! Bring examples of your work, like models you've developed or risk metrics you've calculated. This will help us see how you can contribute to our team.
✨Ask Smart Questions
During interviews, ask questions that show you’re genuinely interested in the role and the company. Inquire about the tools we use for risk metrics calculations or how the teams collaborate. It’ll make you stand out as a candidate who’s really engaged.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re serious about joining our team at EDF Trading.
We think you need these skills to ace Senior Quantitative Risk Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the specific skills and experiences mentioned in the job description. Highlight your quantitative analysis experience and any relevant projects you've worked on, especially those related to risk metrics.
Craft a Compelling Cover Letter: Use your cover letter to tell us why you're the perfect fit for the Senior Quantitative Risk Analyst role. Share your passion for quantitative risk management and how your background aligns with our needs at EDF Trading.
Showcase Your Technical Skills: Don’t forget to mention your programming skills in Python, MATLAB, or SQL. We want to see how you’ve applied these skills in real-world scenarios, especially in developing risk models or working with energy commodities.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands and shows us that you’re serious about joining our team!
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.
✨Show Off Your Programming Skills
Since programming is key for this role, be prepared to talk about your experience with Python, MATLAB, or SQL. Maybe even bring a small project or example of your work to showcase your coding skills and understanding of model libraries.
✨Understand the Energy Market
Familiarise yourself with energy commodities and derivatives products. Being able to discuss current trends or challenges in the energy trading market will show that you're not just technically skilled but also industry-savvy.
✨Communicate Clearly
Practice explaining complex concepts in simple terms. You’ll need to articulate your technical knowledge effectively, so think about how you can break down your past experiences into clear, concise stories that highlight your analytical skills.
