AVP & VP Commodities Quant Analyst for Top-Tier Investment Bank – £65K
My client is a top tier Investment Bank based in Canary Wharf and they are looking for a VP AVP to join the Quantitative Analytics team of their Commodities Business. The team is mainly responsible for the independent validation of derivative pricing models used for commodity products. The team also performs the verification and validation of complex and exotic trade bookings
Personal Responsibilities:
- Participate in validation and pricing models of new products in the group
- Take part in the development and the enhancement of the independent model library to support validation and valuation processes
- Support the valuation process of trading books with independent benchmark models and calibrated model parameters
- Preparation of analyses, and regular reporting of model reserve calculations, issue reports, pricing submissions, parameter calibration etc.
- Participate in new trade verification process. Validation of booking of structured and exotic trades in equities, commodities and alternative investment
- Use and interpret a wide range of Front Office, and data systems, e.g. Murex, Avid/Diva and Bloomberg
- Document processes and results in accordance with internal and external standards
- Develop and maintain good communication with colleagues in related departments such as Trading, Middle Office, Risk Management, Audit, IT, Finance and Operations
Technical Skills/Requirements:
- Strong quantitative background with MSc, PhD or equivalent in mathematics, physics, engineering or comparable education.
- Good knowledge of financial instruments used in capital markets, in particular commodity derivatives
- Understanding of modelling techniques for pl and risk, including analysis of mathematics and underlying assumptions. Experience in development of independent models an advantage
- Good IT skills including standard applications, operating systems, databases and source-code management etc. Good knowledge of structured programming languages with experience in C++ essential
- Analytical thinking: approach problem solving systematically, anticipation of obstacles, make logical conclusions and see implications/consequences of solutions
- Conceptual thinking: understanding key issues in a broad context and implementation of coherent, practical solutions
- Impact and influence: use direct persuasion, relevant use of facts and figures; show concern with professional reputation
- Proactive and solution driven problem solving skills
- Efficient communication and presentation skills.
- Manage tasks independently and present results to others inside and outside the group.
- Strong teamwork and cooperation both inside and outside the group.
If you consider yourself to have the requisite Commodities knowledge to support your Quant skills and C++ experience, and are interested in learning more, please send an up-to-date CV to i.james@bramwithconsulting.co.uk
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