Up to £260K Total + Benefits

Leading Global Investment Bank

Nat Gas, Oil, Metals, Gas Curves, Commodity Index, Structured Products, Carbon (C++ or C# with Python)

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, and seek now to recruit an experienced Quantitative Analyst to join their Commodities Analytics team.

You will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris, Singapore & New York. This client is open to look at quants from a background of Commodities, FX or Equity. You’ll need a strongly analytical approach problem solving with excellent communication skills and ability to work under pressure.

KEY RESPONSIBILITIES:

• Improve existing and implement new derivative pricing models
• Provide risk tools & reports
• Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
• Energy/Metal volatility: Maintenance, improvement of existing toolsuite.
• Deliver analytics documentation and test material
• Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition)

ESSENTIAL SKILLS & EXPERIENCE:

• 5+ years’ experience in a quant analytics role (ideally including Commodity products)
• Quant analytics experience covering Commodities, FX or Equity Derivative products, with Commodity Index exposure useful.
• Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
• Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability
• Good programming skills in C++ or C# or Java as well as Python/Matlab/R
• Strong communication skills. Fluency in written and spoken English
• PhD or Masters’ in a Quantitative / Engineering field