My client at this leading financial services provider is looking for an experienced individual with strong math and quant finance skills, who will be able to hit the ground running and have the ability to take on a tremendous amount of responsibility from day 1. This candidate will be predominantly working on ALL Commodity products but with focus on Power and Gas. The successful candidate will be working with and sitting next to their dynamic trading desk, which offers an electric environment to work in. Responsibilities for the Front Office Commodity Quant Analyst role: -Develop models and implement them in software for pricing and risk managing commodity index and basket derivatives.
- Partner with the trading desk on all related risk management and pricing issues. -Develop pricing and calibration tools. -Benchmark and compare results of various techniques including historical simulations -Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, provide guidance, and maintain smooth running of production analytics -Liaise with sales and other groups on models and tools. -Will be working on all commodity products from power and gas, oil, agriculture and freight with vast opportunities to work with other assets.
Ideal background of the successful candidate: -Must have experience with pricing Commodity Derivative products. -It`s rare this Front office team hire those from outside Model Validation teams, however exceptional candidate will also be considered, but they MUST be from a tier 1 bank. -PhD (or equivalent) in Mathematics or Physics, with strong quant finance knowledge. -Coding experience, preferably C++ and/or Python, with emphasis on numerical methods.
- Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis. Key words: New York; USA; Vice President; VP; Trading; Traders; Commodities; Power; Oil; Gas; Freight; Weather; Agriculture; Quantitative Analyst; Front Office; Equity; Foreign Exchange; Derivatives; Exotics; Vanilla; To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137
PhDs.org - 12 months ago
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Formerly named The Quant Team, the firm has changed its name to Pear Tree Funds. Founded in 1985 and based in Lincoln, Massachusetts, Pear T...
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