Senior Quantitative Developer/Analyst – Contracting role recruitment
ResponsibilitiesDevelop models and implement them for Power, Gas, Oil and other commodities in software for pricing and risk managing commodity products and basket derivativesPartner with the trading desk of our clients on related risk management and pricing issuesExplain model behavior and predictions to traders, identify major sources of risk in portfoliosResearch, benchmark and compare results of various trading and hedging strategies RequirementsMaster/PhD in Finance/Economics or in quantitative disciplineOver 8 years of experience in quantitative analysis, ideally within trading companiesCoding Read more […]