• USD250000 - USD600000 per year
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings Commodities
  • 2019-01-15

Front Office Commodities Quant Modeler | NYC

  • Location: New York, NY, USA
  • Salary: USD250000 - USD600000 per year
  • Job Type: Full time

I'm actively working with an emerging investment bank in NYC as the front office has outperformed their benchmarks this year. As a direct result the Global Head of the Front office Quants team has been tasked with hiring a mid to Sr. level quantitative strategist to assist with new model development and implementation across both the FX and Commodities trading desks.

I'm actively working with an emerging investment bank in NYC as the front office has outperformed their benchmarks this year. As a direct result the Global Head of the Front office Quants team has been tasked with hiring a mid to Sr. level quantitative strategist to assist with new model development and implementation across both the FX and Commodities trading desks.

Responsibilities:

- Building and implementing commodities and FX pricing models using C++

- Directly supporting the traders in building application tools and aiding in the development of strategies

- Quantitative analytic work involving pricing metrics, risk and volatility management in Python and C++

Requirements:

- Minimum 5 years of experience working as a front office quant

- PhD or Master's degree in the STEM field

- Great communication skills in order to communicate with traders and Sr. level management

- Strong C++ and Python skills