Junior Quantitative Analyst recruitment
This is initially a 3 to 6 month assignment and offers a stimulating work environment and the opportunity to work closely with the traders providing significant analytical input to shaping the trading strategy.
You will possess quantitative modelling skills to assist in predicting trading patterns and provide risk analysis. In order to be successful in the role you will have proven experience in analysing volatility spreads and modelling the relationship between implied and realised volatility in different markets.
You will be a committed team player who is willing to be flexible and assist with a wide range of tasks to support your colleagues.
RESPONSIBILITIES
- Analyse volatility spreads and model the relationship between implied and realised volatility in different markets.
- Identify historic patterns and media reverting patterns in volatility.
- Develop quantitative models to:
- simulate pricing behaviour to forecast future pricing
- analyse pricing behaviour
- Apply models and statistical concepts to deliver customised information, reports and research to the trading team.
- Assist Head Trader in analysing trading strategy.
- Provide assistance to measure market risk.
- Monitor and evaluate the trading book and open position and assist in resolving issues.
PERSON SPECIFICATION
- Strong quantitative skills demonstrated in a trading capacity or similar environment.
- Proven experience of modelling options and analysing the behaviour of implied volatility.
- An inquisitive, proactive person who is not only able to provide strong analysis but also predictions and solutions based on their findings.
- An advanced degree in Mathematics or Engineering.
- High level of proficiency in CH, Matlab and Visual Basic.
- The ability to formulate and analyse high volumes of data accurately and effectively.
- Clear communicator able to effectively convey facts and ideas.
- Team player.
EDF Man was established in 1783. Today the company is a leading provider of commodities, logistics and risk management services. The company is employee owned with approximately 4,000 employees working in 50 countries around the world. We enjoy a highly entrepreneurial environment providing the opportunity to build an international career in a partnership culture.