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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent,full-timeB |
Key Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended. Ability to enhance and optimisethe Internal ETRM system and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Validate all front office models (including pricing and valuation models) and exotic deals used for calculatingend of day Greeks and MtM covering Gas/Hydro/Pump storages, Power plants, contracts (swing), Options (spread, basket of indices, barrier vanilla), Linear products etc. Experience calculating PFE, EPE and ENE using the internal infrastructure - Excel and VBA.Provide your recommendations on risk mitigation, keeping in mind the immediate and long-term commercial activities and development of the business Carryout ad-hoc analysis as directed by the market Risk Manager. Use a quantitative approach and analysis tosupport the risk control team on its methodologies - including limits (notional and vega), VaR back testing and assumptions. Qualifications: A degree in Quantitative Finance, Mathematics, Physics, or other science disciplines. 2 years experience sitting ina Similar position within a commodity trading house. Strong communication skills - dealing with counterparts, senior management, internal/external regulators. Experience working with Energy Documentation (EFETs and ISDA) and setting credit limits for useby the traders. Strong financial analysis of Gas & Power derivatives. Strong understanding of both physical and financial energy commodities including Gas, Power and Oil - 3 years + experience. Fluent in English, Italian and Spanish