Commodity Analytics Expert

2 days ago


London, Greater London, United Kingdom Millar Associates Full time

Job Summary

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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.

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Key Responsibilities:

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  • 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).
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Requirements:

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  • 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.
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Salary: Up to £260K Total + Benefits

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Company Overview: Our client, a leading global Investment Bank, trades commodities in London, New York & Paris.



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