Quantitative Analyst – Commodities
Quantitative Analyst, Commodities, Energy / Metals, Investment Bank, Associate, London. My client is a tier 1 Investment Bank and they are currently hiring for their Commodities Quant Research Group.
This is a Front office Desk Quant role focusing on the model systems development aligned to either my clients energy or metals business within the quant research group.
Responsibilities:
-Develop models and implement them in Python and C++ software for pricing and risk managing commodities derivatives.
-Develop pricing calibration tools.
-Implement new products using pricing engines and models.
-Work closely with traders to explain model behaviour and predictions.
Skills required:
-up to 2 years experience within a Quantitative Analyst position or a recent Grad looking for their first full time position.
-Deep understanding of Options pricing theory.
-Strengths in Probability theory, stochastic processes, partial differential equations and numerical analysis.
-Very strong analytical and problem solving skills.
-Strong technical background form any of the following - C/C++/Python/Fortran etc.
-PHD, degree from top tier schools or equivalent.
My clients is happy to speak to Quants with up to 2 years experience from any business area.
For an immediate response on your applications please send CV's directly to jon.gilbert@astburymarsden.com
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