Quantitative Analyst – Commodities – Front Office or Model Validation Quant WANTED – Tier 1 Investment Bank recruitment
My client is a large prestigious tier 1 global investment bank with mandate to add 1 x quant into the Cross Asset Model Validation team, specialising in Commodities, you will gain valuable cross asset exposure, work with one the strongest quant teams in Europe, implement on the most mature and efficient Libraries, build your career with a market leading team, department and bank.
The team is responsible for the independant development of models to benchmark against the pricing models developed in the front office, across all desk (Fixed Income (rates/credit), inflation, FX, Equity, Hybrids, etc..). Growth has resulted in an additonal headcount being made available for someone to join the team as a commodities quant analyst.
In order to qualify for this position, you must have:
- 1-3 years industry experience in a quantitative team modelling for Commodity products. The team has exposure to all underlyings, so your experience can be from any of the commodity products. This experience would have been achieved from either a Front Office or a Model Validation team.
- Strong Educational background in a quantitative discipline at DEA/Masters/PhD level from a top university
- Ability to code in C++
Please submit your CV immediately for consideration, or for more information, feel free to call Simon on 0203 283 4095 or email simon@its-city.com.