Senior Commodity Derivatives Quant (VP), London

London

Check out the role overview below If you are confident you have got the right skills and experience, apply today.Ref: CQA-0410Up to £250K Total + BenefitsLeading Global Investment BankNat Gas, Oil, Metals, Gas Curves, 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 modelsCreate, 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 materialProvide 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 productsKnowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and ProbabilityGood programming skills in C++ or C# or Java as well as Python/Matlab/RStrong communication skills. Fluency in written and spoken EnglishPhD or Masters’ in a Quantitative / Engineering field

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