National AI Awards 2025Discover AI's trailblazers! Join us to celebrate innovation and nominate industry leaders.

Nominate & Attend

Quantitative Risk Analyst

Glencore International AG
London
1 week ago
Create job alert

Risk Department
London, UK
The Glencore Risk Department is an independent function aiming to control front-line trading. The Risk Department ensures that the risk-reward of the trading books is properly understood by Glencore senior management and that the physical exposure of the business – e.g. oil cargoes, electricity generation, gas deliveries – is correctly valued.
This position requires the individual to model and monitor the risk embedded into the company portfolio and make sure it stays within the company’s risk appetite.
Key Responsibilities
Create models to value complex structured transactions involving physical and implied optionality in the energy space, e.g. regassification terminal, gas & oil storage, gas & power transport, etc
Work with trading and other risk functions to ensure complex exposures are appropriately captured and represented, taking into account materiality and resources required to develop the model
Participate in the assessment of new businesses and new transactions where modelling might be required
Work with Credit Risk department for the development of complex derived credit metrics (e.g. PFE) and the ad-hoc assessment of material new transactions
Maintain and improve VaR and stress models
Engage closely with IT department to develop internal valuation tools and implementation of models
Communicate results effectively with trading and senior management
Education and Experience Requirements
Educated to degree level at 2.1 or above in financial mathematics or any quantitative fields
3-7 yr experience in a quant role, modelling structured and exotics options (spreads options, Wiener processes, Kirk’s approximation etc…)
Experience in commodities (paper and physical) advantageous but not required
Coding skills in VBA, Python
Highly numerate, with good problem-solving and analytical skills
Good communication skills – must be able to understand others’ perspectives and relate complex ideas to different groups, including senior management
The ability to challenge proposals constructively to help ensure they are robust, whilst maintaining excellent working relationships
Must be able to work effectively in a team, flexibly handling a wide range of potential issues
Must be capable of working with significant autonomy and ensuring analysis is focused on delivering practical business benefits, often in tight deadlines

#J-18808-Ljbffr

Related Jobs

View all jobs

Quantitative Risk Analyst - Commodities

Quantitative Risk Analyst

Quantitative Risk Analyst

Quantitative Risk Analyst (Front Office) – Hedge Fund – £75-110k base 50-100% bonus

Quantitative Risk Analyst

Quantitative Risk Analyst

National AI Awards 2025

Subscribe to Future Tech Insights for the latest jobs & insights, direct to your inbox.

By subscribing, you agree to our privacy policy and terms of service.

Industry Insights

Discover insightful articles, industry insights, expert tips, and curated resources.

Data Science Jobs UK 2025: 50 Companies Hiring Now

Bookmark this guide—refreshed every quarter—so you always know who’s really expanding their data‑science teams. Budgets for predictive analytics, GenAI pilots & real‑time decision engines keep climbing in 2025. The UK’s National AI Strategy, tax relief for R&D & a sharp rise in cloud adoption mean employers need applied scientists, ML engineers, experiment designers, causal‑inference specialists & analytics leaders—right now. Below you’ll find 50 organisations that have advertised UK‑based data‑science vacancies or announced head‑count growth during the past eight weeks. They’re grouped into five quick‑scan categories so you can jump straight to the kind of employer—& culture—that suits you. For every company you’ll see: Main UK hub Example live or recent vacancy Why it’s worth a look (tech stack, mission, culture) Search any employer on DataScience‑Jobs.co.uk to view current ads, or set up a free alert so fresh openings land straight in your inbox.

Return-to-Work Pathways: Relaunch Your Data Science Career with Returnships, Flexible & Hybrid Roles

Returning to work after an extended break can feel like stepping into a whole new world—especially in a dynamic field like data science. Whether you paused your career for parenting, caring responsibilities or another life chapter, the UK’s data science sector now offers a variety of return-to-work pathways. From structured returnships to flexible and hybrid roles, these programmes recognise the transferable skills and resilience you’ve gained and provide mentorship, upskilling and supportive networks to ease your transition back. In this guide, you’ll discover how to: Understand the current demand for data science talent in the UK Leverage your organisational, communication and analytical skills in data science roles Overcome common re-entry challenges with practical solutions Refresh your technical knowledge through targeted learning Access returnship and re-entry programmes tailored to data science Find roles that fit around family commitments—whether flexible, hybrid or full-time Balance your career relaunch with caring responsibilities Master applications, interviews and networking specific to data science Learn from inspiring returner success stories Get answers to common questions in our FAQ section Whether you aim to return as a data analyst, machine learning engineer, data visualisation specialist or data science manager, this article will map out the steps and resources you need to reignite your data science career.

LinkedIn Profile Checklist for Data Science Jobs: 10 Tweaks to Elevate Recruiter Engagement

Data science recruiters often sift through dozens of profiles to find candidates skilled in Python, machine learning, statistical modelling and data visualisation—sometimes before roles even open. A generic LinkedIn profile won’t suffice in this data-driven era. This step-by-step LinkedIn for data science jobs checklist outlines ten targeted tweaks to elevate recruiter engagement. Whether you’re an aspiring junior data scientist, a specialist in MLOps, or a seasoned analytics leader, these optimisations will sharpen your profile’s search relevance and demonstrate your analytical impact.