Head of Market Risk - LNG
London Area, United Kingdom
Selby Jennings
Office and is responsible for the design of risk methodologies, implementation of suitable risk control frameworks and providing both qualitative and quantitative market risk analysis and risk control solutions. Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the … and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Use a quantitative approach and analysis to support the risk control team on its methodologies – including limits (notional and vega), VaR back testing and assumptions. Prepare analysis as directed … with physical commodities, traded and real option portfolios Exposure to both physical and financial energy markets. - LNG, Gas, Power and Carbon Knowledge of Allegro, FEA, Endur, Power BI, Matlab, SQL or other data analytics or quantitative analytics packages may be useful. more »
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