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Quantitative Trading & Research - Commodities - Metals - Associate
mid · Data Science & Analytics
Job description:
The Commodities Quantitative Research team's mission is to develop and maintain mathematical models, methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders. This role will focus on Base and Precious Metals derivatives.
Job summary:
As an Associate within Quantitative Research, Commodities team, you will be supporting the global Metals business. To be successful, your skillset should feature an extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (e.g., Python, C++). This is a front office role, and excellent communication skills are essential.
Job responsibilities:
- Develop pricing models and risk management strategies for the Metals business
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
- Provide support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
- Develop and enhance the risk management platform used by traders to hedge trades and aggregate positions
- Work closely with the trading and sales teams to solve problems and identify opportunities
Required qualifications, capabilities, and skills:
- Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience with advanced math models and their efficient implementation
- Experience in derivatives pricing models and hedging techniques. Experience in commodities or metals space is not a requirement.
- Strong programming skills (Python, C++).
- Business driven, excellent communication. Strong attention to detail.
Preferred qualifications, capabilities, and skills:
- Experience with commodities or FX markets