Up to £260K Total + Benefits Leading Global Investment Bank Nat Gas, Oil, Metals, Gas Curves, Structured Products, Carbon (C++ or C# with Python) Our client, a leading global Investment Bank trade commodities in London, New York & Paris, and seek now to recruit an experienced Quantitative Analyst to join their Commodities Analytics team.
You will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris, Singapore & New York.
This client is open to look at quants from a background of Commodities, FX or Equity.
You'll need a strongly analytical approach problem solving with excellent communication skills and ability to work under pressure.
KEY RESPONSIBILITIES: Improve existing and implement new derivative pricing models Provide risk tools & reports Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
Energy/Metal volatility: Maintenance, improvement of existing toolsuite.
Deliver analytics documentation and test material Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition) ESSENTIAL SKILLS & EXPERIENCE: 5+ years' experience in a quant analytics role (ideally including Commodity products) Quant analytics experience covering Commodities, FX or Equity Derivative products Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability Good programming skills in C++ or C# or Java as well as Python/Matlab/R Strong communication skills.
Fluency in written and spoken English PhD or Masters' in a Quantitative / Engineering field