Snr Front Office Quant, European Power & Gas

London
Ref: POWER-1505
Up to £150k base + Front Office Bonus
Leading US Investment Bank
Commodities, Power & Gas Trading, Models & Tools

This leading US investment bank is looking to expand its new European Power and Gas business, part of their respected Commodities Division, a market leader across a broad range of commodities markets, with expertise in areas including client risk management, financing solutions and investor products Sales & Trading.

They seek an experienced Quant with strong technology skills to work on the trading floor and be closely aligned with revenue generation. You will partner with traders, salespeople, and fellow Quant Strats, expand the internal data visualization suite and build cutting edge tools & analytics for pricing and analyze risk, etc. You will need strong IT skills, a real passion for technology and be comfortable working in a fast paced trading environment.

KEY TASKS:

  • Work with traders, salespeople, and fellow front office quants
  • Build cutting-edge tools for pricing & analysing risk
  • Play a key part in developing a new European Power and Gas business

ESSENTIAL SKILLS:

  • Proven prior experience with Power and Gas experience in European markets
  • Knowledge of Option pricing theory and Finance
  • Strong programming language skills: C++, Java, Scala, Q/KDB; and MS Excel experience at VBA level
  • Willingness to learn proprietary technologies and solutions
  • Advanced degree (MSc/PhD) in a quantitative subject, eg. Maths, Physics, Comp Sci or Engineering.