In this varied, busy, dynamic and challenging role you will find yourself responsible for both the provision of structuring and valuation input. With this, you will have direct input into the management of complex supply and export contracts as well as the development of risk models.
You will work as a member of the Structuring, Valuation and Modelling team who are the company experts in the commercial application of quantitative risk management solutions across the whole of npower.
You will have exposure to modelling and bespoke valuation for the pricing, hedging and forecasting of key complex market and system balancing risks. All of which face our business on both a portfolio and customer specific basis.
You and the team also have a responsibility for providing risk modelling to our traders, originators and hedging strategists, credit risk modelling strategy and systems, the modelling of collateral, and providing risk modelling solutions for Non-Commodity costs.
You will be part of a team whose skills are valued highly and recognized as crucial to the future profitability of npower. The risks and opportunities the team take care of are of the order of 100 million pounds.Skills and Experience
We are looking for an amazing individual and ideally you will hold the following
- A numerate first degree or equivalent (for example in Finance/Maths/Engineering) with preferably a higher degree (or equivalent) in a relevant discipline such as Financial Maths or Quantitative Finance.
- Proven ability to demonstrate strong economic, market and financial analytical skills.
- Strong IT programming language skills: MS Office suite (especially Excel), VB(A), C++, Matlab, Python, statistical packages.
- In depth understanding of valuation and risk analysis methods.
- Able to cope in a high pressure environment.
- An excellent understanding of stochastic calculus, econometrics, options pricing and hedging, volatility and correlation; valuation of complex transactions and statistical analysis, regression and stress testing.
Get in touch 0203 869 0889 or firstname.lastname@example.org