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Quantitative Risk Analyst


Job details
  • Jakob Bloch and Partners
  • London
  • 1 week ago
Applications closed

Quantitative Risk Analyst, London


Jakob Bloch and Partners is currently supporting a commodity trading house as they expand their front office quant risk team. We are seeking a skilled quantitative analyst to join.


Responsibilities include:

  • Development and validation of complex pricing models for exotic derivatives.
  • Pricing library development and maintenance to integrate new models and products.
  • Portfolio optimisation/ valuation modelling.
  • Multi Asset class coverage: Gas, Power, Oil, LNG (storages / interconnectors)
  • Assessing model performance, conducting back testing, and calibrating outputs applying to asset option model parameters.

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