Snr Commodities Quant (Metals, Energy) (VP/Dir), London

London
Ref: COMM-2105
Total comp to £300K + Benefits
Leading Global Investment Bank
Commodity Derivatives, Precious & Base Metals, FXO, Energy, Aggs, C++, Python

A large Global Investment Bank is looking to expand its global Commodities business with the hire of an experienced Quant Analyst in London.

Working on the trading floor with the Precious and Base Metal Desks, you will expand our derivative products offering by implementing new pricing models for valuation, risk analysis, automated trading and execution, and data-driven decision-making. You will also assist with day-to-day trading operations and maintain our Quant Strat analysis platform and library for risk and pricing Great opportunity to be closely aligned with revenue generation.

KEY RESPONSIBILITIES:

  • Develop & implement strategies to support the commodities activities for all businesses across FICC
  • Provide support on quantitative areas to traders, structurers, and marketers
  • Research, implement & maintain financial models for derivative valuation
  • Liaise with other areas of the bank on quant issues, model development & approval
  • Team leadership

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years’ experience in a quant analytics / modelling role (ideally for Commodities)
  • PhD / MSC / DEA educated in a quantitative discipline (Physics, Math, Financial Engineering, etc.)
  • Knowledge of Commodity products, especially metals but energy and Ags useful too.
  • Derivative pricing-model development (e.g. commodity short-rate & market models, skew and seasonality, valuations of swaptions, spread options, etc.)
  • Programming in C++, Python and data science tools
  • Strong mathematical, analytical & communication skills