Gas and Power Focused Commodities Quant Analyst recruitment
This is an opportunity to work for one of the world’s fastest growing and most successful global commodity focused private trading houses. Given their continued growth, my client now requires an ambitious and experienced Gas and Power focused commodities quantitative analyst to work out of their London office. Placed within the trading floor, this position will provide the successful candidate with direct interaction to the front office trading teams, directly supporting the European gas and power trading business with particular emphasis on modelling gas and power storage.
The successful candidate will be able to demonstrate the ability to adapt and learn on the job within an extremely fast past, ever changing and dynamic environment. This position will give the successful candidate exposure into the wider word of commodities and enable them to play a pivotal role in the continued success of the firm’s growing European gas and power trading business. Only candidates with previous and relevant experience within commodities quantitative analytics will be considered.
KEY RESPONSIBILITIES:
- Modelling commodities derivatives
- Research on volatility and gas and power storage models
- Work with traders on a daily basis dealing with their queries
- Develop C++ solutions to facilitate the development of models in the quant library
ESSENTIAL SKILLS REQUIREMENTS:
- UK European Gas Power knowledge with exposure to modelling Commodity products is essential
- Minimum of Masters educated in an analytical field (Computer Science, Physics, Engineering, Maths)
- PhD level candidates from a top class University or Grande Ecole would be beneficial
- A strong development skill set to work on the quant library and other pricing applications being built internally (C++, C# and / or Java) with emphasis on C++
- Over 3yrs working within the front office with a thorough knowledge of commodity markets, products and models