Global Investment Bank Quant

3 weeks ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Commodity Derivatives Quantitative Analyst

A leading global investment bank is seeking a highly experienced commodity derivatives quantitative analyst to join their team in London. The ideal candidate will have a strong background in commodity derivatives and be proficient in C++ or C#, with Python skills also desirable.

Responsibilities include:

  • Developing and implementing new derivative pricing models
  • Creating and improving models for gas, UK/Continental daily gas-curve construction and marking tree
  • Delivering high-quality analytics documentation and test materials
  • Providing day-to-day support to commodity desks (gas, crude, options, carbon)

Key requirements include 5-10+ years' experience in a quant analytics role, knowledge of commodities markets, numerical methods, stochastic calculus, econometrics, and probability. A good understanding of programming languages such as C++, C#, Java, Python, Matlab, and R is essential. Strong communication skills and fluency in written and spoken English are also required.

The salary for this position is estimated at up to £260K total + benefits.



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