COMMODITIES / ENERGY QUANT MODELLER recruitment
As a commodities quant you will be responsible for developing and supporting pricing models for derivatives, exotics and hybrid products. The modelling group sits within the core product strategy team Professional and is a cross-asset group.
Responsibilities:
• Research, implement and maintain commodities pricing models .
• Work closely with product development through the full spectrum of quantitative modelling, prototyping, production implementation, deployment and maintenance.
• Work with application developers on integration and testing.
Requirements
• PhD in Mathematics, Physics, Engineering, Finance or related field
• Hands-on experience in C/C++ Quantitative Development
• Solid skills in maths, finance and numerical methods
• Hands on and demonstrated experience in Commodities
• Solid understanding of Derivatives/Hybrid markets.
• Knowledge of asset classes outside of Commodities is a plus
• Strong communication skills and ability to work in a team environment
To apply please send a resume to Emanuel Howell via jobs@maihunter.com