Quantitative Analyst
4 weeks ago
Millar Associates is seeking a highly skilled Commodities Quantitative Analyst to join our team in London. As a key member of our Commodities Analytics team, you will be responsible for developing and implementing derivative pricing models, providing risk tools and reports, and creating models for gas and metal volatility.
Key Responsibilities:
- Develop and implement derivative pricing models for commodities
- Provide risk tools and reports to support trading decisions
- Create models for gas and metal volatility
- Deliver analytics documentation and test materials
- Provide day-to-day support to Commodities Desks
Essential Skills and Experience:
- 5+ years' experience in a quantitative analytics role, ideally including commodities products
- Quantitative analytics experience covering commodities, FX, or equity derivative products
- Knowledge of commodities markets, including gas and metal volatility
- Strong programming skills in C++, C#, Java, Python, Matlab, or R
- PhD or Masters' in a quantitative or engineering field
About Millar Associates:
Millar Associates is a leading global investment bank with a strong presence in commodities trading. We are committed to providing our clients with innovative solutions and exceptional service.
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