Quantitative Risk Lead - Energy Trading Newly created opportunity in Asia High visibility Options modelling, valuations, structured products Description This is a fast-growing energy trading group, with global assets across the energy value chain as well as trading across both physical and financial including options. The Group is an active market participant in energy transition, including but not limited to gas and power, emissions, and environmental products trading. Due to rapid expansion plans in Asia, there is now a newly created role based in Singapore for a Quantitative Risk lead to be the pioneer hire in Asia. Role Reporting to the Global Head of Quant Risk and Asia Head of Risk, the quantitative risk lead will be the subject matter expert for all quantitative risk matters. This includes overseeing options valuation, including embedded physical options, VaR models, credit models, structured products pre-trade analysis, time series, distribution analysis, relative value/ mean reversion. Through the use of advance business intelligence methods, the Analyst will combine the techniques for real time risk monitoring purposes. This will be a highly visible role as he/ she will also be the go-to representative for Asia quantitative risk. Requirements The successful candidate must have a degree or Masters in a quantitative discipline, along with a minimum of 5 years in a physical trading or financial services environment in commodities risk management. Academic qualifications in CFA/ FRM will be a distinct advantage. You will also have proven track record of working in a highly complex trading environment with high volume of data. You will also be described as IT competent in the areas of R and Python. Apply To apply, please submit your resume (in word format) to Ailing Huang at [email protected], quoting the job title and reference number AH27864. Only successful shortlisted candidates will be notified. Licence No: 16S8060 Registration no: R1104181
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