Senior Quantitative Analyst
- Salary£60k - £70k Yearly
- LocationCity of London, City of London
- SectorRisk
- Reference1114575_1268661909
- PublishedMarch 15th 2010
Senior Quantitative Analyst required for major Global Energy conglomerate to add significant value to the gas, power and emissions trading business.
Reporting to the Risk Manager, you will assist in the reporting of risk trades and structured deal valuation undertaken by the Commercial Trading group.
Playing an integral role in building and supporting mathematical models for derivative and asset valuation, this Senior Analyst will be working with the risk, trading, and commercial development groups and will use skills to structure and review complex trading positions in the gas & power markets.
Key Responsibilities:
* Model and value storage, transportation and power assets
* Provide timely intrinsic and extrinsic asset evaluation
* Support the options trading desk
* Assist building of structured solutions for the Commercial Development group
* Help develop real option valuation skills within the Gas, Power & Emissions trading group
* Ensure a consistent pricing / valuation approach with COP risk management
* Ensure activity and recommendations are aligned with COP internal policy and procedure
* Provide shift and term traders with appropriate information to trade and optimise storage and transportation positions
This Senior Analyst will be commercially focused, educated to a degree level and will have proven expertise in building complex portfolio analysis models.
Immediate interview and excellent remuneration plus bonus
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
