Junior Commodities Quant -NYC
Top Tier US Investment Bank NYC , are looking to add a Front Office Junior Commodities Quant to their growing group.
The role will provide the successful candidate with exceptional insight across all commodity products, working with their trading desk , which is one of the most highly regarded and successful in the industry.
This commodities quant role will be reporting to a Senior Manager and will allow the right candidate not only exposure to commodities products but also the opportunity to gain exposure with other asset classes.
This Commodities Desk is a key revenue generating desk within the Bank and therefore the compensation is competitive against market rate.
Responsibilities of the Front Office Commodity Quant Analyst:
-Will be working with some of the best commodity traders in the world, supporting and working with them with the models used.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
-Stress testing energy commodity products, evaluating the stretch of product trading viability.
-Assessing risk scenarios and asserting any solutions to be used when needed.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
Requirements of the Front Office Commodity Quant Analyst role:
-PhD/ Masters in Mathematics/Financial Engineering/Physics or another Quantitative Discipline.
-2+ Years experience working as a Desk Quant
-Preferably experience working with Commodities preferred or experience in another asset such as Equities, Commodities,FX or Interest rates
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
-Knowledge in programming languages such as C++, VBA, Matlab, Latex.
If you would like to be considered for this Commodities Quant Analyst role, please apply below with your updated resume
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