Senior Quantitative Analyst, Commodities, Director Level. London recruitment
You will be responsible for developing and supporting pricing models for Commodity derivatives, exotics and hybrid products.
Responsibilities include:
* Research, implement and maintain commodities pricing models .
* Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
* Work with application developers on integration and testing.
Qualifications:
* PhD in Mathematics, Physics, Engineering, Finance or related field
* Must have hands on and demonstrated experience in Commodities modeling
* Deep understanding of Commodities products
* Solid understanding of Derivatives/Hybrid markets.
* Hands-on experience in C/C++ coding for modelling and library development
* Knowledge of asset classes outside of Commodities is a plus
* Strong communication skills and ability to work in a team environment
Contact ITS 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