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Front Office Quant Strat, Commodities Trading (AVP)

Millar Associates
New York, United States
Posted 4 days ago Hybrid Permanent To $200k Base plus Front Office bonus, Hybrid Working
C
Posted by
Craig Millar
Recruiter
Our client, a leading global investment bank, is looking to expand its Commodities trading desk with the hire of a junior to mid-level Quant Strat to focus on Agricultural derivatives. You will help expand their products offered by implementing new pricing models for valuation, risk analysis, and trading. Commodities Markets 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 coding skills. Knowledge of commodity markets will set you apart from other applicants!

Derivatives modelling, Commodities / Ag products, Python, C++

RESPONSIBILITIES:

  • 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 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 PhD in a quantitative discipline (e.g. math, physics or engineering)
  • 2-5 yrs Experience with derivatives pricing and modelling
  • Knowledge of data structures and modern design patterns
  • Coding experience in Python or C++ or other OO language

DESIRABLE:

  • Ag Products (Grains, Oil seeds, Livestock, Dairy, Sugar, etc) or other Commodity expertise (e.g. Metals) (or an FX background)
  • Any knowledge of commodity markets will be a distinct advantage
Job ID  QSAT-2208
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