Quantitative Risk Analyst

Quantitative Risk Analyst

Full-Time 43200 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Join our team to develop and validate pricing models for exotic derivatives.
  • Company: Jakob Bloch and Partners supports a leading commodity trading house in London.
  • Benefits: Gain hands-on experience in a dynamic trading environment with growth opportunities.
  • Why this job: Be part of an innovative team shaping the future of quantitative risk analysis.
  • Qualifications: Strong analytical skills and experience in quantitative analysis are essential.
  • Other info: This role offers exposure to multiple asset classes including Gas, Power, and Oil.

The predicted salary is between 43200 - 72000 £ per year.

Quantitative Risk Analyst, London

Jakob Bloch and Partners is currently supporting a commodity trading house as they expand their front office quant risk team. We are seeking a skilled quantitative analyst to join.

Responsibilities include:

  • Development and validation of complex pricing models for exotic derivatives.
  • Pricing library development and maintenance to integrate new models and products.
  • Portfolio optimisation/ valuation modelling.
  • Multi Asset class coverage: Gas, Power, Oil, LNG (storages / interconnectors)
  • Assessing model performance, conducting back testing, and calibrating outputs applying to asset option model parameters.

Quantitative Risk Analyst employer: Jakob Bloch and Partners

Jakob Bloch and Partners is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Quantitative Risk Analyst, you will benefit from a culture that prioritizes professional growth, providing ample opportunities for skill enhancement and career advancement. With a focus on cutting-edge projects in multi-asset class coverage, you will be part of a forward-thinking team that values your contributions and fosters a rewarding and meaningful career.
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Contact Detail:

Jakob Bloch and Partners Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quantitative Risk Analyst

✨Tip Number 1

Familiarize yourself with the latest trends and technologies in quantitative risk analysis, especially in the context of commodity trading. This knowledge will not only help you during interviews but also demonstrate your genuine interest in the field.

✨Tip Number 2

Network with professionals in the industry, particularly those working in quant risk roles. Attend relevant conferences or webinars to connect with potential colleagues and learn more about the specific challenges they face.

✨Tip Number 3

Brush up on your programming skills, particularly in languages commonly used in quantitative analysis like Python or R. Being able to showcase your coding abilities can set you apart from other candidates.

✨Tip Number 4

Prepare to discuss specific examples of your experience with model development and validation. Be ready to explain your thought process and the methodologies you used, as this will highlight your practical knowledge and problem-solving skills.

We think you need these skills to ace Quantitative Risk Analyst

Quantitative Analysis
Statistical Modeling
Pricing Models Development
Exotic Derivatives Knowledge
Portfolio Optimization
Valuation Modelling
Backtesting Techniques
Model Calibration
Multi-Asset Class Expertise
Programming Skills (Python, R, C++)
Data Analysis
Risk Assessment
Attention to Detail
Problem-Solving Skills
Communication Skills

Some tips for your application 🫡

Understand the Role: Make sure to thoroughly understand the responsibilities of a Quantitative Risk Analyst. Familiarize yourself with complex pricing models, portfolio optimization, and multi-asset class coverage to tailor your application effectively.

Highlight Relevant Experience: In your CV and cover letter, emphasize any experience you have with pricing models for exotic derivatives, back testing, and model calibration. Use specific examples to demonstrate your skills and achievements in these areas.

Showcase Technical Skills: Quantitative roles require strong technical skills. Be sure to mention your proficiency in programming languages (like Python or R), statistical analysis, and any relevant software tools you are familiar with that relate to risk analysis and modeling.

Tailor Your Application: Customize your cover letter to reflect your understanding of Jakob Bloch and Partners and their focus on commodity trading. Mention why you are specifically interested in this position and how your background aligns with their needs.

How to prepare for a job interview at Jakob Bloch and Partners

✨Showcase Your Quantitative Skills

Be prepared to discuss your experience with quantitative analysis and model development. Highlight specific projects where you've developed or validated pricing models, especially for exotic derivatives.

✨Understand the Asset Classes

Familiarize yourself with the multi-asset classes mentioned in the job description, such as Gas, Power, Oil, and LNG. Be ready to discuss how you would approach portfolio optimization and valuation modeling for these assets.

✨Demonstrate Your Technical Proficiency

Expect technical questions related to pricing library development and maintenance. Brush up on programming languages and tools commonly used in quantitative finance, and be ready to explain your coding process.

✨Prepare for Model Performance Assessment

Be ready to discuss methods for assessing model performance, including back testing and calibration techniques. Provide examples of how you've applied these methods in previous roles to ensure your models are robust and reliable.

Quantitative Risk Analyst
Jakob Bloch and Partners
J
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