Senior Quantitative Modeller

up to £40K
28 Jul 2017
19 Aug 2017
Contract Type
Full Time

We are seeking a Senior Quantitative Modeller to be responsible for both the provision of structuring and valuation input into the management of complex supply and export contracts and the development of risk models.

The Client- A well known Organisation

This Client does not provide sponsorship.

Key Responsibilities:

  • The Structuring, Valuation & Modelling team are the company experts in the commercial application of quantitative risk management solutions
  • Modelling and bespoke valuation of pricing, hedging, and forecasting of the key complex market and system balancing risks facing the business, both on a portfolio wide and customer specific basis.
  • Responsible for the modelling of operational risk and the credit risk modelling strategy
  • Work closely with counterparts across Commercial Optimisation

Key Requirements:

  • A numerate first degree or equivalent (for example in Finance/Maths/Engineering) with preferably a higher degree (or equivalent) in a relevant discipline.
  • The ability to demonstrate strong economic, market and financial analytical skills.
  • Strong IT programming language skills: MS Office suite (especially Excel), VB(A), C++, Matlab, statistical packages.
  • Have excellent theoretical knowledge of derivative instruments and practical experience in their applications and behaviour.
  • In depth understanding of valuation and risk analysis methods.
  • Demonstrate the ability to transform theoretical knowledge to practical, real-world situations.
  • Be results-oriented, able to meet tight deadlines and produce clear and concise feedback/reports to senior management.
  • Be able to cope in a high pressure environment.
  • An excellent understanding of options pricing and hedging, volatility and correlation; valuation of complex transactions and statistical analysis, regression and stress testing is also required

To discuss the role in greater detail please contact Nuhaa Mohamed on 0161 883 2762 or send through your CV to