Metals Commodities Quant Metals Commodities Quant …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 26 Nov 20
Negotiable
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 26 Nov 20
Negotiable
Our client is looking for a quant/strat with significant experience coupled with demonstrable technology skills, to join the front office commodities strategies group on a permanent basis. You will be critical in the development of the Metals business and in supporting traders' daily operations. You must be a results-orientated problem solver, who can pick up the required maths and finance knowledge as circumstances dictate.

This commodities quant role offers the opportunity to have involved discussions and valued input

Responsibilities

  • Develop analytics libraries used for pricing metals derivatives
  • Using numerical techniques to develop pricing models for valuation (including Monte Carlo Methods and partial differential questions)
  • Successfully collaborate with precious and base metals trading desks.

Qualifications

  • Precious and/or Base Metals experience or FX options experience. Experience with warrants and physical trading of metals and warehousing a plus.
  • Knowledge of Option pricing theory and Finance.
  • Strong communication & collaboration skills.
  • MS/PhD in a quantitative field.

Programming in C++ (Python a plus) and using Excel and VBA.

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