Commodities Market Risk Quant Commodities Market Risk Quant …

Goodman Masson
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 27 Nov 21
Negotiable
Goodman Masson
in London, Vereinigtes Königreich
Festanstellung, Vollzeit
Letzte Bewerbung, 27 Nov 21
Negotiable
Goodman Masson are thrilled to be working exclusively with the Trading and Shipping arm of an Oil & Gas Supermajor, on a new Quantitative role within their Commodity Risk Team.

Within this role, you will work closely with the Front Office and Portfolio Teams, providing technical advice to Commodity Risk on the representation, valuation and risk measurement of deals involving optionality and/or illiquid assets. A key responsibility will be to provide technical advice to the risk methodology and a deep understanding of different MVaR methodologies, Marginal MVaR, historical/hypothetical scenario analysis, trends risk metrics and long-term risk

To be considered for this role, it is essential you have worked within a Market Risk/Pricing Model Quantitative role previously, with expert levels of coding in Python and C++. You will have a deep understanding of modelling of risk, including concepts such as Exponential Weighted Moving Average volatility, Cholesky decomposition, Monte Carlo simulation and Geometric Brownian Motion and the ability to understand the impact on these assumption to the way risk is expressed and its link to actual portfolios/markets. It is preferable that this experience has been obtained at a Commodity Trading House, but the client will also consider candidates from Investment Banking.

If you match the set criteria, please send your CV to Elizabeth.ryan@goodmanmasson.com

Unternehmensporträt

With a team of over 200 and growing every day, Goodman Masson is one of London’s specialist Finance and Technology recruitment businesses. Voted ‘Best Recruitment Company to Work For’ in 2018, our passion for what we do is clear.

Based in London, Düsseldorf and New York, we hold annual revenues exceeding £42 million. This includes Qualified & Part-Qualified / Transactional Finance, Actuarial & Investment Management, Audit, Banking Operations, Compliance & Financial Crime, Front Office, Housing Development, Information & Cyber Security, Technology, Digital & Data, Product Control & Valuations, Projects, Change & Transformation, Risk & Regulation, Tax and Treasury.

We also have a Solutions team who provide RPO, hybrid and volume recruitment services. Alongside this, Goodman Masson have developed an Executive Search team who focus on sourcing C-suite talent to fee earning Legal partners.

 

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