Job summary:
As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business. Yo will get a chance to utilize your extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (Python, C++) as well as your communication skills.
Job responsibilities:
- Developing advanced pricing models and risk management strategies for the Energy business
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
- Providing support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
- Developing and enhancing the risk management platform used by traders to hedge trades and aggregate positions
- Working closely with the trading and sales teams to solve problems and identify opportunities
Required qualifications, capabilities, and skills:
- You have advanced graduate degree (MS or PhD) or equivalent, in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science )
- You demonstrate experience with advanced math models and their efficient implementation
- You have experience in a front-office trading environment
- You have experience in derivatives pricing models and hedging techniques
- You demonstrate strong programming skills (Python, C++) with several years of programming experience
- You are business driven with excellent communication
- You demonstrate strong attention to detail and able to take the lead on projects
Preferred qualifications, capabilities, and skills:
- You have experience in a front-office trading environment, preferably in commodities
- You have experience with physical and financial power and gas products