Commodity Analytics Expert
2 days ago
Job Summary
">We are seeking an experienced Commodity Analytics Expert to join our team at Millar Associates. As a Quantitative Analyst, you will play a critical role in developing derivative pricing models, providing risk tools and reports, and creating models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
">Key Responsibilities:
">- Pricing Models: Improve existing and implement new derivative pricing models.
- Risk Management: Provide risk tools and reports.
- Model Development: Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
- Volatility Analysis: Maintenance, improvement of existing toolsuite for Energy/Metal volatility.
- Analytics Documentation: Deliver analytics documentation and test material.
- Commodity Desks Support: Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition).
Requirements:
">- Experience: 5+ years' experience in a quant analytics role (ideally including Commodity products).
- Skills: Quant analytics experience covering Commodities, FX or Equity Derivative products, with Commodity Index exposure useful.
- Knowledge: Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
- Coding Skills: Good programming skills in C++ or C# or Java as well as Python/Matlab/R.
- Communication: Strong communication skills. Fluency in written and spoken English.
- Qualifications: PhD or Masters' in a Quantitative / Engineering field.
Salary: Up to £260K Total + Benefits
">Company Overview: Our client, a leading global Investment Bank, trades commodities in London, New York & Paris.
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