Senior Commodity Derivatives Quant (VP-Director)

London
Ref: CQA-2201
Excellent base + up to 100% bonus
Leading Global Investment Bank
Front Office Quant Analytics for Nat Gas, Oil, Precious Metals, Structured Products

Our client, a leading global Investment Bank trade commodities in London, New York & Paris, seek to recruit a senior Commodity Quant to join its front office business.  In this highly quantitative role, you will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris & New York. This client is open to look at quants from a background of Commodities, FX or Equity.

KEY RESPONSIBILITIES:

  • Improve existing and implement new derivative pricing models
  • Provide associated risk management tools
  • Write risk reports
  • Deliver analytics documentation and test material
  • Provide day-to-day support for all relevant business units

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years’ experience in a quant analytics role (ideally covering Commodity products)
  • Quant analytics experience covering Commodities, FX or Equity Derivative products
  • Minimum of Masters educated (PhD preferred) in a Quantitative field (Physics, Maths, Financial Engineering)
  • Good knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability
  • Excellent C++ programming skills, including OOP and template concepts.  Any C# also a plus
  • Strong communication skills