Quantitative Developer
4 weeks ago
We are seeking a highly skilled Quantitative Developer to join our team in London. As a Commodities Risk Modeler, you will be responsible for building, enhancing, and maintaining quantitative models specialized for the needs of trading and risk managers. Your expertise in derivatives pricing and volatility marking will be crucial in helping our clients navigate complex markets to maximize revenues and minimize risks.
Key Responsibilities:
Develop and implement VaR models with deep knowledge of the modelling approaches and their strengths/weaknesses.
Contribute to the firm's effort to calculate and aggregate raw risk metrics (greeks) from different trading systems to enhance the firm's overall risk management capabilities.
Improve and extend existing risk reporting tools, including risk analysis and P&L attribution.
Requirements:
Advanced degree in a quantitative field such as Mathematics, Statistics, Financial Engineering, or a related discipline.
At least 5+ years of experience as a commodities quant or strategist or quantitative risk officer, gained in a Hedge Fund, Oil Major, Commodities Trading House or a Bank.
Expert knowledge of risk and understanding of the application of complex mathematical concepts related to Monte Carlo, options pricing and time series analysis.
What We Offer
As a Quantitative Developer at Cititec Talent, you will have the opportunity to work with a global leader in the energy and commodities markets. You will be part of a dynamic team that is passionate about delivering innovative solutions to complex problems. We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.
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