Job description

Requirements

  • Entry level
  • No Education
  • Salary to negotiate
  • East London

Description

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.
- Matlab

Please apply via the link provided, for further information please contact Tasmia at Marlin Selection.


- Matlab
- Quantitative Risk

  • matlab