Your responsibilities will include:
- Conducting the initial calibration of proprietary and off-the-shelf models
- Reviewing the calibration of complex structured deal throughout its life cycle
- Conducting and developing stress testing methodology
- Supporting market risk in recognising model output and back-testing for model calibration validation
You will need to have the following experience:
- 2-5 years experience in an energy trading environment
- 2+ years within the risk management function
- Gas and power exposure
- Experience with Excel/ VBA/ SQL/ Python
For more information, contact Paula at Marlin Selection and apply via the link provided.