Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of a junior quant to focus on Agriculture derivatives trading within our Commodities Markets group in London . The Quant Strategy team applies mathematics, science and engineering to generate revenue and works on derivative valuation and risk, automated trading and execution, and data-driven decision-making. You'll need some experience with derivatives pricing and modelling with good C++ and Python. Knowledge of commodity markets will set you apart from other applicants!
Derivatives modelling, C++ & Python, Commodities / Agriculture Trading systems
Global Investment Bank
- Provide quantitative expertise to the Agriculture trading desk, assist with day to day operations, maintain and develop risk and pricing tools
- Develop and maintain our production quant strat analysis platform and library
- Industrialize and translate into production existing data analysis and pricing tools
- Research and implement new models for product valuation, risk analysis, and trading
SKILLS & EXPERIENCE:
- A top-tier MSc/PhD in a quantitative discipline (e.g. math, physics or engineering)
- Commercial experience in Python, C++ or another OO environment
- Experience with derivatives pricing and modelling (e.g. Agriculture Products: Grains, Sugar, etc)
- A good development background in building front office systems and a passion for technology!
- Open source framework/tools e.g. Numpy, Pandas, Pyramid, etc. will be an advantage
- Knowledge of data structures and modern design patterns