Senior Commodity Derivatives Quant VP, London - eFinancialCareers : Job Details

Nat Gas, Oil, Metals, Gas Curves, Structured Products, Carbon (C++ or C#)

KEY RESPONSIBILITIES:

• Improve existing and implement new derivative pricing models
• Provide risk tools & reports
• Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
• Energy/Metal volatility: Maintenance, improvement of existing toolsuite.
• Deliver analytics documentation and test material
• Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition)

ESSENTIAL SKILLS & EXPERIENCE:

• 5+ years’ experience in a quant analytics role (ideally including Commodity products)
• Quant analytics experience covering Commodities, FX or Equity Derivative products
• Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
• Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability
• Good programming skills in C++ or C# or Java as well as Python/Matlab/R
• Strong communication skills. Fluency in written and spoken English
• PhD or Masters’ in a Quantitative / Engineering field