Sr. Quantitative Risk Analyst

2 weeks ago


Houston, United States Selby Jennings Full time

Position Overview:

Selby Jennings is partnered with one of the world's largest independent commodities trade houses to source talent for a Sr. Quantitative Risk Analyst. This position will work directly with the front office, business heads, and the trading desk in order to assess, develop, and implement risk models to support their functions. Key Responsibilities: Design and execute quantitative risk models and metrics to support trading operations. Assume responsibility for models, ensuring accurate position assessment with a deep understanding of contract maturity behavior and seasonality. Verify the accuracy and consistency of forward curves and implied volatility surfaces by comparing them to market values and settlements. Develop and monitor in-house forward curves, implementing front-to-back office solutions for market assessment. Ongoing curve monitoring includes proper treatment of curve expiry and calendar rolls. Provide backup support for Middle Officers in PnL and Position reporting, demonstrating initiative in collaboration with front office, IT, Ops, Accounting, and Finance, as needed. Optimize and enhance processes, including data quality checks, through automation of operations. Undertake special risk assessment assignments as required for structured and bespoke transactions. Evaluate high-risk concentrations/limit breaches and communicate findings to the Head of Risk and Senior Management. Aggregate data from diverse sources and uphold disciplined data science practices. Qualifications: Possess a minimum of 3-5 years' experience in a quantitative role within a trading environment. Consideration may be given to candidates with less experience if they demonstrate a strong application of quantitative theory and hold an advanced degree from a top-tier University/Grande École. Hold a university degree in a numerate discipline (STEM), with a graduate degree being advantageous. Proficient in handling large datasets and databases, with knowledge of SQL. Proficiency in at least one programming language/software, with preference given to languages such as Visual Basic, Python, C+/C#, and R. Experience or advanced knowledge of programming concepts. Demonstrated ability to work effectively in a team environment and communicate work effectively. Quick learner with strong attention to detail. Familiarity with MS Office, advanced Excel user. Desired finance and business acumen. Advanced knowledge of derivatives/options, real options, financial mathematics, and statistics. Proactive and self-motivated. Strong verbal and written presentation skills. If you are interested in the Sr. Quantitative Risk Analyst position, then please don't wait to apply

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