Commodities Model Validation, Quantitative Analyst, New York
Top European investment Bank is seeking a talented quantitative analyst to work within the commodities trading division. The group is looking to expand it’s quant teams responsible for building derivative pricing and risk models for the front office. This is a great opportunity fore someone with a couple of years derivative quant experience to work in an expanding group at the cutting edge of commodity trading and research. The quant group deals with the whole commodity portfolio; covering oil, gas, energy, softs, precious metals.
Responsibilities:
- Research, design and build cutting edge quantitative models for the commodity group
- Work closely with traders and portfolio managers to ensure models are used correctly to price derivative trades and manage the risk levels.
- Implement models into analytics library using C++, VBA, Matlab
- Help with trading strategies through quantitative research and analysing historical data.
- Mentor junior team members and analysts
- Work closely with risk management, structuring, and development teams.
Qualifications:
- 2-3 years experience in derivatives quantitative modelling – valuations, pricing, model validation etc.
- Excellent quantitative skill set – Monte Carlo, Stochastic Processes, Time Series Analysis
- Programming ability – C++, Java, Matlab, VBA
- Excellent communication ability – able to concisely describe models to traders and ensure they are correctly used and utilised.
- PhD or Masters in Quantitative field – Mathematics, Physics, Financial Engineering, Quantitative finance.
APPLY | quant.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Trevor Symons in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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