PhD Options Pricing Quant – Commodities recruitment

PhD Options Pricing Quant with commodities exposure is sought for a bespoke Commodities broking desk. C++ Modelling + Strategy exposure desired.

The role:
Provide quantitative analysis to metals option sales and trading business, including structuring, pricing, programming, empirical research, and trading idea generation.

Duties:

- Modelling commodities derivatives
- Structuring bespoke options joint with sales desks
- Programming option pricing modules (C#) , and building VBA-based trade management Excel sheets
- Research on volatility models and empirical analysis of volatilities