Experienced Quant Analyst | Houston based Consultancy recruitment
This major Consultancy firm has an opening within their Power Analytics group for a quantitative analyst.
My client are looking for an experienced individual who will thrive in a noisy and dynamic environment and be able to multi task, taking on a great deal of responsibility from day one. The successful candidate should be able to work independently and be able to hit the ground running and identify and initiate the analytic work aimed at driving value for the business.
Responsibilities:
-Accurately delivered financial instrument valuation projects, provided derivative model assessments and validations.
-Independently built and tested statistical models for power demand forecasting: linear regression and time series analysis
-Developed and maintained commodity derivative database.
-Develop pricing and calibration tools.
-Large scale Excel application development and deployment.
-Support and design of key elements of our power system currently under development.
Ideal background of the successful candidate:
-Must have experience of derivative pricing and risk management with Strong quantitative skills.
-Graduate degree in Computational Finance, Financial Engineering, Physics, Mathematics, Computer Science or similar subject.
-Excellent programming skills, experience with C++, C#, or Java design patterns and machine learning.
-Excellent written and oral communication skills
-Proficient in Excel and in at least one object oriented language.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
-Experience in designing and implementing web services.
Key words:
Quantitative Analytics; Derivatives; Commodity; Power; USA; Houston; Consultancy; Valuation; IPV; Model Validation; C++
To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137