Senior Quantitative Developer/Analyst – Contracting role recruitment
Responsibilities
Develop models and implement them for Power, Gas, Oil and other commodities in software for pricing and risk managing commodity products and basket derivatives
Partner with the trading desk of our clients on related risk management and pricing issues
Explain model behavior and predictions to traders, identify major sources of risk in portfolios
Research, benchmark and compare results of various trading and hedging strategies
Requirements
Master/PhD in Finance/Economics or in quantitative discipline
Over 8 years of experience in quantitative analysis, ideally within trading companies
Coding experience, preferably C# and/or Python, with emphasis on numerical method
Strong commitment to deliver high quality services to our clients: creating high-level client relationships and meeting/exceeding client expectations Capacity to identify and develop value-added service opportunities
Excellent interpersonal skills and ability to demonstrate initiative and flexible working
Able to convey complicated mathematical and financial concepts in a straightforward manner
Fluent written and oral English, plus either German or French
Travel flexibility