Excellent Opportunity For a Commodities Quant recruitment
Daily responsibilities:-Review the Commodities pricing models and methodologies that are currently in production, also suggesting testing procedure for existing and future models.-Supervise the Commodities quant work on the research and implementation of new payoffs, models and methods.Requirements:-Proven experience of quant work in a major investment bank.-Strong knowledge of Commodities markets, including conventions and market practices.-Strong knowledge of Mathematical Finance models for Commodities pricing.-Strong knowledge of numerical methods in Finance.-Good experience in object-oriented Read more […]