My client is looking for an Assoc/AVP level Quantitative Analyst to join the Commodities team. The team is responsible for the derivative pricing models used for sales, trading, risk management and regulatory reporting covering Energy, Agriculture, Metals and Indices.
The platform provides financing, financial hedging, physical execution and access to market pricing for clients exposed to commodities and financial markets. Markets covered include energy; metals, mining and agriculture; fixed income and currencies; credit; and futures.
This is a front office role and exciting opportunity to work on the trading floor.
- Research, implement and build sophisticated mathematical models for pricing and trading derivatives;
- Work with traders to better understand and improve risk management, and to assist in hedging;
- Assist marketers and structurers in pricing and analysis;
- Build and extend the tools provided by the team, and to introduce new innovative solutions.
The ideal candidate will have:
- A PhD/Msc from a top tier institution in mathematics, physics or a related quantitative area;
- A Minimum 2 years' experience in a quant analyst role, knowledge of commodity products is a plus;
- Excellent mathematical skills and problem solving abilities, and effective communication;
- Strong programming skills (Python);
- A strong desire and ability to acquire knowledge, understand complex products and learn new skills;
- The ability to work both independently and in a team environment, and to provide outstanding commercial outcomes.