A senior quantitative risk management role within EDF Trading's Risk Function, responsible for developing and managing risk metrics models for market, credit, and liquidity risk across energy trading markets. The role requires extensive experience in quantitative risk management, model development, and leading technical teams.
The primary responsibilities include designing, developing, and maintaining EDF Trading's quantitative risk metrics calculations such as VaR, PFE, and Liquidity at Risk. The role involves managing a team of two analysts, delivering new risk models, and enhancing existing risk metric calculations across energy trading markets.
Required experience includes 5+ years in quantitative risk management at investment banks or energy trading companies, proven track records of model development, expertise in options pricing theory, financial mathematics, and strong programming skills in Matlab and Python. Candidates must have experience managing junior resources, multiple stakeholders, and leading complex risk modeling projects.
The role offers an opportunity to work with a global, diverse team at EDF Trading, a world leader in low-carbon sustainable electricity generation. Benefits include hybrid working, personal pension plan, private medical and dental insurance, corporate gym memberships, electric car lease program, and opportunities for professional development in a dynamic, innovative environment.
