Front Office Commodities Quant Analyst
This rapidly growing investment bank is seeking an addition to the commodities quant team based out of their New York office.
Our client continues to make huge strides in the commodities markets and consequently would like to increase their analytical capabilities.
This provides a fantastic opportunity for a senior commodities quant analyst to join this team and help build analytics and quantitative models from scratch.
This role will focus on the ever more important area of energy and agricultural commodities as expansion in this space is a key priority for this organisation.
You will be expected to stay fully up to date with the latest developments in this field and work closely to traders and other members of the quant group.
The chosen candidate will be rewarded with a senior vice president or director level title depending upon experience and the opportunity to work in a fast paced, dynamic and growing business environment.
Responsibilities -
- Developing pricing models and hedging tools for energy and agricultural commodities products and business lines including both financial and physical products.
- Working with the trading desk to investigate valuation and hedging questions.
- Developing pricing strategies for structured transactions.
- Enabling rapid new product introduction through tactical solutions.
- Providing analytic content in joint projects with the risk management and technology groups, such as credit reserve modeling and Value-at-Risk.
- Participating in developing models for asset classes other than energy and agricultural commodities products as the opportunity arises.
Position Qualifications
- Advanced mathematical finance expertise and strong quantitative and problem solving skills.
- Knowledge of energy and/or agriculture markets and models. Three or more years’ related experience is desired.
- Strong programming skills – particularly C++, VBA, Matlab, Unix, Excel interfaces.
- Ability to work well in a fast-paced environment with changing priorities.
- Strong communication and interpersonal skills and a team player.
Education Qualifications:
Ph. D degree in Computer Science, Mathematics, Engineering, Physics or other quantitative disciplines is desired
If you wish to apply for this exciting opportunity please hit the apply button or feel free to call one of our senior consultants on 212 209 7310.
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