My client are a leading Multinational Commodities Trading firm who are on the brink of expanding their Risk Management team. The Risk team focuses on the management and implementation of Value At Risk Frameworks and also take part in building Quantitative models to measure market Risk.
- Development of VaR models/Quantitative models in Python.
- Conducting VaR analaysis and pnl for the trading desk across commodities.
- Financial mathematics related degree where you would have covering Risk Management, VaR, Black Scholes, Monte-Carlo, Stochastic equations etc.
- Strong programming experience in Python
- Database skills in SQL
- Commodities experience would be a desirable.
Get in touch is this sounds like it could be of interest and you meet the above requirements: