Market Risk Analyst / Quantitative Analysis

Redstone Commodity Search are working with an Energy Trading House based in London who are looking strengthen their risk framework their presence in Dublin.

Key Responsibilities / Tasks

• Work closely with the head of desk developing the risk management framework taking it to the next level
• Develop models, database pricing, while also looking at structured trades and running credit analysis
• Build dashboards with key metrics and analysis required from the business
• Daily market risk monitoring and compute market and credit risk metrics such as VaR, ES, EPE, PFE and others
• Support counterparty credit analysis and trade funding, equity, etc.
• Role reports into the Director of Quantitative Analysis

Key Qualifications / Experience

• Minimum 2 years’ experience in a similar role within risk analysis / quantitative analysis covering commodity’s, specifically energy, oil and emissions
• Mid-level programming experience specifically with Python / C#
• Ability to work remotely
• Knowledge of OTC derivatives and statement analysis
• Located in the Dublin or happy to relocate