Commodities Quant recruitment
Responsibilities:
-Review the Commodities pricing models and methodologies that are currently in production, also suggesting testing procedure for existing and future models.
-Supervise the Commodities quant work on the research and implementation of new payoffs, models and methods.
-Regularly meet with the Commodities business managers regarding the delivery of the business plan, and to discuss new market trends and features or possible requests from clients.
-Regularly visit clients, collecting their feedbacks on our models and analytics, advertising our new implementations, and discussing future developments.
Requirements:
-Proven experience of quant work in a major investment bank.
-Strong knowledge of Commodities markets, including conventions and market practices.
-Strong knowledge of Mathematical Finance models for Commodities pricing.
-Strong knowledge of numerical methods in Finance.
-Good experience in object-oriented (specifically C++) design and implementation of financial model libraries for Commodities pricing.
-Strong communication skills.
Please contact denis.carey@elginwhite.co.uk for more information.