Posted today
A major, global, multi-billion dollar AUM hedge fund, rapidly building out their presence in the global commodities space, is looking to make a newly created, senior quantitative risk management hire.
Working as the most senior person in a small, specialist team, the hire will directly support and face off to industry-leading commodity Portfolio Managers, Traders, and quants. The coverage is broad, but a core focus is on Power & Gas. The hire will lead the buildout of internal risk management frameworks and infrastructure, specific to P&L, pricing, and valuation of commodity products, and will also lead the setup of new products and risk/pricing models. Additionally, the hire will be the go-to point of contact for market-leading portfolio managers looking to resolve pricing, position, and risk-related issues.
Minimum Requirements:
1. Candidates must be energy/power specialists with roughly 7-15 years of experience in quantitative risk/market risk.
2. Strong academic profiles are required.
3. Advanced coding skills preferred.
The role is projected to pay a £300-400k total compensation, with year-on-year compensation growth. A leading benefits package is also offered. If timings align that way, 2024 bonuses will be bought out in full.
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