Quantitative Trading Strategist, PhD
Noble Group Limited - Stamford, CT

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s Quantitative Trading Strategists are key members of Noble Group’s front office trading and investment platforms. Directly working with Noble’s physical traders, Quantitative Trading Strategists apply quantitative and programming skills to optimize the operations of Noble’s physical assets and positions, value complex derivatives, and develop cutting-edge systems to measure both financial and physical risks. Sitting on the trading floor, they add value to the trading desk in a tangible way, and work directly with Noble’s Asset Management Team on complex transactions:
  • Identify, price, and develop risk management strategies for optionality embedded in physical assets and contracts
  • Develop tools for modelling and pricing complex commodity deals (derivative and physical)
  • Clearly communicate complex/technical ideas in non-technical language
  • Strong programming/software development skills
Required Skills
  • Doctorate in a quantitative field: Computer Science, Mathematics, Physics, Engineering, or Financial Engineering
  • Internships and/or work experience in Financial Services, Commodities Trading, Technology or other relevant industry
  • Ability to analyze, problem solve, and provide solutions to in a real-time environment
  • Understanding of derivative financial products and relevant programming languages
  • Ability to multi-task and prioritize business needs at all times
  • Excellent communication ability (written and oral)
  • Strong interpersonal skills and the ability to influence in a fast-paced and dynamic trading environment
Required Experience
  • Candidates will have 2-4 years of experience preferably in derivatives trading or a leading software or technology firm

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