Our client a top tier global hedge fund is seeking to hire a Talented Quant Researcher with a solid track record in commodities.
This is an opportunity which provides a dynamic and fast-paced environment with excellent growth opportunities.
Work closely with Quants in London, Geneva & New York to research and develop pre-trade analysis tools and risk analytics for their in-house pricing library. The candidate will play their part in building the Commodity quant library from scratch.
- Extensive experience with the energy market: oil, gas, power.
- Previous experience with developing Commodity pricing models
- Best practices methodology to build commodity curves
- Substantial modern C++ programming experience
- Best practices methodology to model and build commodity vol surfaces
- Prior experience with (to name a few): Vol surfaces, Asian Options, Crack (Gas & Brent)
- Knowledge of other asset classes, including Interest Rate, FX is a plus.
- Strong analytical and mathematical skills
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work
- Strong problem solving capabilities
- Solid communication skills
- Able to work independently in a fast-paced environment.