Senior Financial Modeler in Commodities

1 week ago


London, Greater London, United Kingdom Millar Associates Full time
Your Role in the Team:
In this key role, you will be part of the Commodities Analytics team at Millar Associates. Your responsibilities will include improving existing and implementing new derivative pricing models, providing risk tools and reports, and creating models for gas, UK/continental, and daily gas-curve construction and marking tree. You will also maintain and improve existing toolsuite for energy/metal volatility. Additionally, you will deliver analytics documentation and test material, and provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition).

Requirements:
5+ years' experience in a quant analytics role, ideally including commodity products. Strong knowledge of commodities markets, numerical methods, stochastic calculus, econometrics, and probability. Good programming skills in C++, C#, Java, Python, Matlab, or R. Strong communication skills, fluency in written and spoken English. PhD or Master's in a quantitative or engineering field. Estimated salary: £230K + benefits.

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