Power & Gas - Senior Quantitative Analyst - #2115599
Robert Walters
We are working exclusively with a leading European energy trading and risk management business to appoint a Senior Quantitative Analyst - Power & Gas in London.
Power & Gas - Senior Quantitative Analyst
We are working exclusively with a leading European energy trading and risk management business to appoint a Senior Quantitative Analyst - Power & Gas in London.
The roleYou'll be the quantitative specialist within the Risk function, reporting to the Head of Risk and working closely with Market Risk, Credit Risk, Product Control and the short-term power trading team.
Key responsibilities:
Enhance and support the in-house VaR framework for power and gas trading books.
Build and maintain Python-based tools and data pipelines for VaR, stress testing, limits and risk reporting.
Develop risk metrics and monitoring processes for short-term power (ID/DA) and balancing activities.
Support Credit Risk and Product Control with exposure calculations, cash-flow / liquidity modelling and P&L attribution.
Provide quantitative risk input to new business lines such as BESS and Corporate PPAs.
7-10 years in quantitative risk / quant analytics, ideally in energy or commodities.
Strong Python and SQL skills, comfortable with large and complex data sets.
Experience with VaR, stress testing, scenario analysis and risk limits.
Familiarity with ETRM/CTRM systems and data lakes is a plus.
Clear communicator who enjoys working with front office, risk and product control.
If you meet the above set criteria, please apply or send a copy of your CV to .
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
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