Senior Commodities Quant Research Analyst – Market Leader in HK recruitment
Besides leading the market in revenues, they are truly a global firm with offices in all the major cities around the world.
Responsibilities:
- You will be developing derivative pricing models from scratch and be heavily involved in its implementation
- You will help improve current established quantitative tools to increase speed and efficiency.
- You will report into the Head of the Quantitative Research team.
- You will work with several different teams including Risk and IT
Requirements:
- Minimum of 5 years working experience of which at least 3 years Quant experience in Commodities
- PhD in a hard science (Physics, Maths, Statistics, Engineering)
- Experience in mathematical modelling (Monte Carlo, PDE etc) and stochastic calculus and econometric modelling essential
- Proficiency in MATLAB, R, SAS or S-PLUS AND VBA is essential while an understanding or experience in object oriented languages (JAVA, C++) is preferred
Please reply if you fulfil the above Quant and Commodity requirement to take your application forward.