Quant Model Risk Associate - Commodities
- Carries out model reviews: analyze conceptual soundness of complex pricing models, engines, and reserve methodologies; assess model behavior and suitability of pricing models/engines to particular products/structures
- Provides guidance on model usage and act as first point of contact for the business on all new models and changes to existing models
- Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics
- Liaises with model developers, Risk and Valuation Control Groups and provide guidance on model risk
- Evaluates model performance on a regular basis
- Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
- MSc, PhD or equivalent in a quantitative discipline
- Inquisitive nature, ability to ask right questions and escalate issues
- Excellent communication skills (written and verbal)
- Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
- Good coding skills, for example in C/C++ or Python
- Experience with commodity derivatives
- Experience in a FO or model risk quantitative role.
Recommended Jobs
Year 2 Teacher - Good school in Clapham
A welcoming primary school in Clapham is looking for a passionate Year 2 Teacher . This Part-Time Year 2 Teacher position begins in January 2026 , offering flexibility while still making a last…
C u s t o m e r S e r v i c e / S a l e s A d m i n i s t r a t o r
Customer Service/Sales Administrator £27,000 + Bonus (Up to £6000) Southall - Fully office based Monday to Friday with Occasional Sundays + Occasional Bank Holidays We are recruiting for a …
Junior Education Recruitment Consultant - London
This position is for a junior Education Recruitment Consultant to join an established Teacher Recruitment agency based in Central London. You will be working within a supportive friendly team wh…
Commis Chef
Job Introduction We’re experience makers. And food fanatics. And we’re hiring Commis Chef at Royal Academy of Arts Our experiences are unique, and so are our people. Bring personality, yo…
Digital Marketing Executive
Our client operates a diverse range of companies: including a recently launched plant based fast food outlet with aspirations of world domination, A prestigious independent insurance broker intent on…
Security Analyst
IT Security Analyst - Permanent role - £50,000 - £53,250 - London/ Hybrid Job purpose: The security analyst will join a small security team for one of our clients in Central London. you will be…
Reception Teacher — Merton — January 2026 start
Are you a dedicated Reception Teacher seeking a Part-Time role from January 2026? A friendly Merton primary is recruiting a Reception Teacher to join its EYFS team on a Part-Time basis. The Reception…
Part-time Nanny, £18 to £20 gross per hour, Job ID J1D06D
A part-time nanny is needed by this wonderful family in Hammersmith, London, to help care for their precious baby and school-aged child. They are looking for someone proactive and engaging, who can s…
Client Advisor
I am recruiting for a Client Advisor to join a leading City-based insurance broker, working as part of a dynamic client servicing team. This is an exciting opportunity to develop strong client relati…
Registered Veterinary Nurse
We are looking for a dedicated and professional Registered Veterinary Nurse to join our team in Southwest London. This is a fantastic opportunity to work in a full-time role with no weekend shifts, a…