Market Risk Analyst / Quantitative Analysis
- Employer
- Redstone Commodity Search
- Location
- Dublin, Ireland
- Salary
- Competitive
- Closing date
- Jun 2, 2022
View more
- Job Function
- Commodities
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Redstone Commodity Search are working with an Energy Trading House based in London who are looking strengthen their risk framework their presence in Dublin.
Key Responsibilities / Tasks
Key Qualifications / Experience
Key Responsibilities / Tasks
- Work closely with the head of desk developing the risk management framework taking it to the next level
- Develop models, database pricing, while also looking at structured trades and running credit analysis
- Build dashboards with key metrics and analysis required from the business
- Daily market risk monitoring and compute market and credit risk metrics such as VaR, ES, EPE, PFE and others
- Support counterparty credit analysis and trade funding, equity, etc.
- Role reports into the Director of Quantitative Analysis
Key Qualifications / Experience
- Minimum 2 years' experience in a similar role within risk analysis / quantitative analysis covering commodity's, specifically energy, oil and emissions
- Mid-level programming experience specifically with Python / C#
- Ability to work remotely
- Knowledge of OTC derivatives and statement analysis
- Located in the Dublin or happy to relocate
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