Senior Energy Quant Analyst req for Global Commodities firm – HK recruitment
Role: You will be involved in supporting the traders, risk management, senior management, by providing tools and models. You will be involved in building specific quantitative methodologies, using maths and econometric techniques, to analyze complex trades in the energy market.Specifically:- You will drive the development of robust solutions handling large Monte Carlo simulations across the business- You will support the implementation of systems for complex energy trades (tolling, swing, storage) as well as calibration parameters (volatilities, correlation of forward prices etc)- Design and test Read more […]