Quantitative Risk Analyst (m/f/d) in London

In the role, the analyst has responsibility for delivery of key projects and a mentoring role to other analysts. The team fulfils three main functions in SEFE:

• Ensure the independent validation of relevant valuation and exposure models developed by commercial teams and used by Risk Management & Middle Office in Economic valuations, on the Balance sheet, or in Risk Models.
• Develop, maintain and document Quantitative Risk Models as required.
• Provide support on quantitative topics to the rest of Risk Management & Middle Office as needed.

What Will You Do

• Maintain appropriate documentation for SEFE Risk Management models.
• Develop, test and maintain relevant Risk models and methodologies required to support the SEFE Group Risk Framework, including MVaR, CMaR, CVaR, PFE.
• Deliver independent review/validation of relevant valuation and exposure models (P&L and Balance Sheet related).
• Ensure quantitative concepts are clearly understood and appropriately implemented by SEFE Risk Management and Middle Office.
• Manage response to investigation of quantitative aspects of valuation during external audit or third party assurance projects.
• Mentor other analysts in the team, leading in establishing standards and best practice for technical aspects of the team.
• Support Head of Quantitative Risk with team development and recruitment.

What Will You Bring

• Master's degree or similar qualification in Maths or Physics to degree level essential. Post graduate qualification in Financial modelling highly advantageous.
• Strong understanding of valuation methodologies and risk metric calculation as applied to derivatives trading.
• In-depth knowledge of probability theory, stochastic calculus, time series and differential equation techniques to financial problems.
• In-depth understanding of Monte Carlo risk modelling methodologies – Market and Credit VaR, PFE and EaR.
• High level of attention to detail to challenge analysis and methodologies to identify weaknesses and limitations to improve results/approaches.
• Extensive knowledge of coding languages, preferably Python and C#.
• Communication of complicated concepts in a simple way to non-expert stakeholders, and explain the relevance of highly technical analysis.
• Management of concurrent diverse projects with ability to adapt to new topics not previously encountered.
• Experience of valuation methodologies and risk metric models for derivatives products.
• Experience of developing and maintaining Market and Credit risk models using Monte Carlo techniques.

About Us

Securing Energy for Europe – it’s a simple statement, with a bold ambition. SEFE is not just our name, but also encompasses everything that drives us. To accomplish this, we’re taking immediate action to secure gas supply – but also looking forward, to explore our role in the European energy transformation and how we can contribute to a stable and sustainable future.

SEFE, an international energy company, ensures the security of supply and drives the decarbonisation of its customers. SEFE’s activities span the energy value chain, from origination and trading to sales, transport, and storage. Through its decades-long expertise in trading and the development of its LNG business, SEFE has become one of the most important suppliers to industrial customers in Europe, with an annual sales volume of 200 TWh of gas and power. Its 50,000 customers range from small businesses to municipalities and multinational organisations. By investing in clean energies and especially in the hydrogen ecosystem, SEFE is contributing to the energy transition. The company employs around 2,000 people globally and is owned by the Federal Government of Germany.

Our international teams work across locations in Europe, Asia, and North America. We’re passionate about energy and the important role it can play in shaping a better future. Securing energy – now and for the future.

Our Benefits

We’re committed to creating an inclusive environment that embraces diversity and fosters the development of knowledge, skills, and experience. Whatever your role, you’ll find an open, welcoming atmosphere that empowers you, and recognises your contribution. In return we offer a competitive starting salary supported by a comprehensive range of financial, lifestyle and wellness benefits with the flexibility to follow a hybrid working model.