Senior Commodtities Quant Analyst – Front Office – Investment Bank – London recruitment
My client is a leading Investment Bank. It’s Quant Research team is responsible for implementing Vanilla and Exotic Commodity models for pricing and risk management on the desk for all commodity products.
RESPONSIBILITIES:
- Independently implement front office models
- Keep at the forefront of current research in derivatives pricing, attend conferences, etc..
- Manage/mentor more junior members of the team their projects
ESSENTIAL SKILLS EXPERIENCE:
- 3-4+ years experience in credit derivatives pricing.
- Expertise in Commodity products:
- C++ considerable experience implementing models mentioned above.
- DEA/PhD in a quantitative subject (e.g. mathematics, physics)
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095
August 25, 2011
• Tags: Commodities careers in the UK, Front Office, Investment Bank, London recruitment, Senior Commodtities Quant Analyst • Posted in: Financial