Commodities Library Quant Role
A Tier 1 Investment Bank is looking for a mid-level Commodities Quant to work on the cross-asset Commodities financial library that is instrumental to a number of trading functions within the bank.
As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation environment, among other responsibilities
This is an exciting role as you will have the opportunity to support a number of trading functions within the likes of oil, gas, ags etc. , thus giving you visibility to areas of the business you would not normally be exposed to.
Key Skills:
- A high level numerate degree (MSc or higher)
- 3+ years C++/Java programming experience.
- 2+ years working in front office.
- Experience working on Multi Asset Monte Carlo (advantageous)
- Experience Implementing Stochastic Volatility Models
- Supporting the traders
If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email your CV to abooker@westbourne-partners.com.
Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.
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