Senior Quantitative Risk Analyst - Power & Gas

You’ll be the quantitative specialist within the Risk function, reporting to the Head of Risk and working closely with Market Risk, Credit Risk, Product Control and the short-term power trading team., * Enhance and support the in-house VaR framework for power and gas trading books.

• Build and maintain Python-based tools and data pipelines for VaR, stress testing, limits and risk reporting.
• Develop risk metrics and monitoring processes for short-term power (ID/DA) and balancing activities.
• Support Credit Risk and Product Control with exposure calculations, cash-flow / liquidity modelling and P&L attribution.
• Provide quantitative risk input to new business lines such as BESS and Corporate PPAs.

• 7-10 years in quantitative risk / quant analytics, ideally in energy or commodities.
• Strong Python and SQL skills, comfortable with large and complex data sets.
• Experience with VaR, stress testing, scenario analysis and risk limits.
• Familiarity with ETRM/CTRM systems and data lakes is a plus.
• Clear communicator who enjoys working with front office, risk and product control.

We are working exclusively with a leading European energy trading and risk management business to appoint a Senior Quantitative Analyst - Power & Gas in London.