Commodities Quant

2 weeks ago

London, United Kingdom eFinancial Careers Full time

**Commodities Quant**

**London based**

Our client is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. They are assembling a strong Quant Technology team to build their next generation in-houseanalytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business. FICTprovides a dynamic and fast-paced environment with excellent growth opportunities.

**Responsibilities**:
Working closely with Quants in London, Geneva & New York to research and develop pre-trade analysis tools and risk analytics for the in-house pricing library. You will play a significant part in building the Commodity quant library from scratch.

**Requirements**:

- Previous experience with developing Commodity pricing models.
- Extensive experience with the energy market (both US and European): oil, gas, power.
- Best practices methodology to build commodity curves.
- Best practices methodology to model and build commodity vol surfaces.
- Prior experience with (to name a few): Vol surfaces, Asian Options, Crack (Gas & Brent).
- Substantial modern C++ programming experience.
- Knowledge of other asset classes, including Interest Rate, FX is a plus.
- Strong analytical and mathematical skills.
- Strong problem solving capabilities.
- Solid communication skills.
- Able to work independently in a fast-paced environment.
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work.

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