Commodities Quantitative Analyst
2 days ago
Millar Associates is seeking a skilled Senior Quantitative Analyst - Commodities to join their Commodities Analytics team in London.
Key Responsibilities:
- Develop and implement new derivative pricing models for commodities.
- Provide risk tools and reports for the Commodities Desk.
- Enhance and maintain existing tools for gas, UK/Continental, and daily gas-curve construction and marking tree.
- Improve energy and metal volatility models.
- Deliver analytics documentation and test material.
- Offer day-to-day support to Commodity Desks for gas, crude, options, and carbon energy transition.
Requirements:
- 5+ years' experience in a quant analytics role with a focus on commodities.
- Quantitative analytics experience covering commodities, FX, or equity derivative products.
- Knowledge of commodities markets, including gas, UK/Continental, and daily gas-curve construction.
- Strong programming skills in C++ or C# or Java as well as Python/Matlab/R.
- PhD or Master's in a quantitative or engineering field.
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