Senior Quantitative Analyst/Model Validation Quantitative Advisor
My client a leading Energy Supplier based in Canary Wharf requires a Senior Analyst/Model Validation Quantitative Advisor for a 4 month initial contract @ £650 per day (inside ir35)
Location: London Canary Wharf or Sunbury 3 days. Home working 2 days
In Trading & Shipping (T&S), our purpose is to power and navigate a constantly evolving world. We’re always striving for more innovative digital solutions, sustainable outcomes and closer collaboration across our company and beyond.
The Model Validation Team sits within Finance, T&S and provides effective assurance of quantitative models used in T&S, through delivery of independent model validations. Our validation activities range from core valuation models used for derivative pricing, to validation of models used in the derivation of price/parameter input curves. The team’s operations span across Singapore, London, Chicago and Houston, covering T&S’s global Gas, Oil and Power trading activities.
As a senior analyst you will be responsible for delivering practicable validations to models of various complexity. The role involves the development of reference valuation models, statistical/time-series data analysis and model parameter estimation and offers regular interaction with risk teams, traders, technology teams and Front Office quants at all levels and across all regions.
Essential experience and job requirements:
Practical experience of:
Good knowledge of US, UK and European Natural Gas markets, power, crude oil and refined products, LNG, environmental products and FX.
Lead initiatives, influence and participate in decisions and collaborate effectively with commercial and functional partners.
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status.