Quantitative Middle Office Analyst - Commodities

Richard James Recruitment Specialists Ltd
City of London
5 days ago
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Job Description

Our client is a global energy & commodity trading group and one of the most exciting and commercially driven Commodity Trading houses in the industry!


Working as part of the London Middle Office team, responsible for UK and European LNG, Power, Gas, Ags and Oil (Financial) traded products, correct position reporting, pricing and adherence with trading limits, and more.


PRINCIPAL DUTIES/RESPONSIBILITIES:


  • Production of a daily PnL and Risk reports for the trading desks (also supporting other desks covering the commodity spectrum, more specifically Ags, LNG, Metals), be able to produce a breakdown and explain key drivers.
  • Production of weekly management reporting on all portfolios with concise communication on changes to the risk profiles within the books.
  • Development of non-linear risk reporting for option portfolios.
  • IPV on prices, and volatility.
  • Improvements to enhanced reporting platform and risk decomposition.
  • Key point of contact for communicating changes to risk profile to management with clear narrative as to subsequent changes to risk profile and commercial understanding as to reasons for positions.
  • Support with complex trade booking
  • Good understanding of financial derivatives including options and option sensitivities...

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