Senior Quantitative Risk Specialist in London

I'm working with a leading energy business that is looking to appoint a senior quantitative risk specialist into a highly technical role supporting its trading and origination activity.

This is a role for someone who enjoys getting into the detail. You'll be working closely with Front Office, Risk and wider commercial teams, independently reviewing pricing and valuation approaches, challenging methodologies, and helping strengthen how the business measures and manages risk across complex and structured energy transactions.

You'll play a key part in improving quantitative risk frameworks, validating models, supporting the development of risk methodologies and helping ensure that models used across the business are robust, well understood and fit for purpose.

This is not a generalist risk role . The technical requirements below are essential:

• Strong energy / utilities experience , ideally across power, gas, energy trading, supply or origination
• Strong hands-on Python capability, ideally alongside SQL and/or VBA
• Deep quantitative risk experience across areas such as VaR, stress testing, valuation, risk methodology, stochastic modelling and structured transactions
• Strong understanding of how quantitative models are used within trading and risk environments
• A strong quantitative academic background, ideally Masters level or above

This would suit someone who is still technically hands-on, confident challenging complex models and assumptions, and comfortable working with senior stakeholders across Trading, Risk and Technology.

It is a genuinely specialist position with a high level of ownership and influence, so I'm particularly interested in speaking with people who have worked directly in model validation and quantitative risk rather than broader risk governance or reporting.

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