RISK CONSULTANTS - RISK AND ANALYTICS
OpenLink is a market leading developer of trading and risk management systems for some of the world's premier financial and energy trading institutions.
We are seeking a risk specialist to assist in the implementation of OpenLink's trading, risk management and Straight-Through-Processing (STP) software. The Consultant would be expected to cover both middle (market, credit, VaR, etc.) as well as front office (pricing models, P&L, front-office risk) in both the financial and commodities markets.
Responsible for conducting quantitative analysis of financial and business information. Design, implement, calibrate, test and document appropriate market risk measurement and management process framework, employing default and custom risk measures for energy commodity (crude, natural gas and power) markets and products. Perform assimilation of theoretical basis of modern modeling best practice, including Multivariate Probability Theory, Stochastic Methods and Time Series Analysis. Develop custom reporting using C/C++ and VB/A.
Although the candidate would not initially be expected to bring experience in all of these areas, this job would be an excellent opportunity for an applicant who can demonstrate skills in one or more of these categories to expand their knowledge to new markets and topics. The role is very much "hands-on" and requires the individual to become an expert in the software functionality and then be able to apply this at the client site.
KEY SKILLS REQUIRED: