Highly Skilled Quantitative Analyst

1 week ago


London, Greater London, United Kingdom Cititec Talent Limited Full time
Job Overview

Cititec Talent Limited seeks a highly skilled Quantitative Analyst to join our team. The successful candidate will be responsible for developing and enhancing tools for trading strategies, risk assessment, and pricing analytics.

Key Responsibilities
  • Design and implement sophisticated models for risk, pricing, and Value at Risk (VaR) calculations, with a focus on commodities.
  • Collaborate with trading and risk teams to support market and counterparty risk assessment, leveraging tools like Monte Carlo simulations and time series analysis.
  • Develop and optimize pricing models with attention to market factors such as seasonality and volatility.
  • Implement counterparty risk frameworks, including PFE and XVA, using factor-based approaches and correlation analytics.
Requirements
  • Advanced degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field.
  • 5+ years of experience as a Quant Developer, Quant Strategist, or Quantitative Analyst in a Hedge Fund, Oil Major, Commodities Trading House, or Bank.
  • Deep understanding of commodities derivatives, options pricing, and risk factors.
  • Advanced Python programming skills, with a strong focus on problem-solving and troubleshooting.
Compensation

The estimated salary for this position is $120,000 - $180,000 per year, depending on experience.



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