- Entry level
- No Education
- Salary to negotiate
- East London
Our client, a global energy trading house, are looking for a Quantitative Risk Specialist to join their London team.
This is a great opportunity which focusses on identification and quantification of real optionality risk inherent in physical and financial energy markets.
A successful candidate will have the following:
- Several years’ experience in a quantitative role in an energy trading company or investment bank
- MSc or PHD in financial mathematics or physics
- Expert in pricing theory, development and risk metrics such as VaR and greeks.
Please apply via the link provided, for further information please contact Tasmia at Marlin Selection.
- Quantitative Risk