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
- 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.
- 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.