Vitol is looking for a quantitative risk professional to join our Market Risk team, partnering directly with commercial teams to shape how we measure risk, price complexity, and allocate capital across a global commodities platform. This is a high-impact role for someone who enjoys building robust analytics, challenging assumptions, and translating quantitative insights into better trading and structuring decisions.
You鈥檒l sit close to the business鈥攚orking across portfolios and products (including options and structured exposures)鈥攚ith the mandate to improve models, elevate risk transparency, and help the firm take intelligent risk.
What you鈥檒l do
- Support portfolio-level risk insight across commodities: VaR, stressed VaR, stress testing, scenarios, tail-risk and concentration analysis.
- Partner with traders on complex deals鈥攂ringing rigor to payoff design, option modelling, hedging intuition, and risk/return assessment.
- Build and enhance models used in day-to-day risk taking (e.g., risk factor mapping, volatility and correlation dynamics, scenario generation, portfolio aggregation).
- Turn analytics into decisions: deliver clear narratives on risk drivers, convexity, carry, and what matters in adverse regimes.
- Drive improvements to tooling and data: help evolve internal risk systems, dashboards, and automated reporting with technology partners.
- Challenge and strengthen the framework: contribute to methodologies, limits, controls, and governance鈥攔aising the bar on model quality and explainability.
What makes this role different
- Real commercial proximity: your work influences decisions, not just reporting.
- Breadth + complexity: multi-commodity portfolios, options, and structured risk鈥攚here nonlinear exposures and tail events matter.
- Build, not just run: strong scope to modernize approaches (e.g., improved stress libraries, scenario design, model validation, and scalable analytics).