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Our client specializes in offering energy solutions, placing a strong emphasis on initiatives centered around renewable energy. Their dedicated team has played a pivotal role in driving the transition of the UK towards renewable energy sources. Presently, their primary focus lies in supporting Australian businesses to adopt and leverage alternative energy solutions, contributing to the achievement of net zero carbon emissions.
Description
The Senior Quantitative Risk Analyst will focus on all market risk-related needs within the department.
Key Responsibilities:
To be successful, you must have:
The salary on offer for this permanent role is $180k to $200k base + super + bonus potential.
To apply for this position, please click the 'Apply Now' button below or send your CV directly to Neha Jain on nehajain@future-you.com.au
Senior Quantitative Risk Analyst
- Posted 12 March 2024
- Salary$180k to $200k base + super + bonus
- LocationSydney
- Job type Permanent
- DisciplineAccounting & Finance, Legal, Risk & Compliance
- ReferenceBH-15063
Job description
- Global Renewable Energy Business with Growth Mindset
- Reporting to Head of Risk
- Hybrid WFH, Syd CBD / Melb CBD based
Our client specializes in offering energy solutions, placing a strong emphasis on initiatives centered around renewable energy. Their dedicated team has played a pivotal role in driving the transition of the UK towards renewable energy sources. Presently, their primary focus lies in supporting Australian businesses to adopt and leverage alternative energy solutions, contributing to the achievement of net zero carbon emissions.
Description
The Senior Quantitative Risk Analyst will focus on all market risk-related needs within the department.
Key Responsibilities:
- Risk reporting and monitoring of energy portfolio
- Analysing the wholesale energy market and sharing insights
- Build various VaR models and simulation models using Python / SQL / R etc.
- Constructing and validating half hourly electricity forward curves in python
- Building Monte Carlo Value at Risk simulation in python
- Calculating positions and portfolio month to month
- Valuing purchase power agreements
- Build modelling methodology across derivative products
- Business partner with the Finance team for month-end valuations
- Undertaking risk measurement calculations e.g. Market risk; credit risk
- Maintaining Energy Trading Risk Management system
- Refining risk management policies and procedures
To be successful, you must have:
- 8+ years of experience in quantitative risk management.
- Bachelor’s degree in relevant discipline – mathematics, finance, engineering, actuarial etc.
- Energy Industry experience / Commodities background (eg. electricity, gas)
- Experience building VaR models / Monte Carlo simulation models from scratch using Python, R, SQL, VBA, PowerBI, Tableau
- Advanced Excel Skills
- Role can be either Sydney CBD or Melbourne CBD based
The salary on offer for this permanent role is $180k to $200k base + super + bonus potential.
To apply for this position, please click the 'Apply Now' button below or send your CV directly to Neha Jain on nehajain@future-you.com.au
