Global Banking & Markets, Commodities Desk Strat, London, Analyst London, England
Job description
YOUR IMPACT
You’ll be part of a diverse and talented team, applying your advanced scientific training to solve new and exciting problems within our Commodities business.
OUR IMPACT
Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
Within Commodities, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL
Role Responsibilities
- Develop and maintain derivatives pricing models across multiple sub-asset classes, e.g. Gas & Power, Oil Products, Metals.
- Building algorithms and models for automated pricing and quoting of derivatives.
- Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Contribute to physical commodities and structured transactions across the business.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks.
SKILLS AND EXPERIENCE WE’RE LOOKING FOR
Basic Qualifications
- Excellent academic record in a relevant quantitative field such as Physics, Mathematics, Engineering or Computer Science.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- At least two years of experience in finance or a cutting edge technology company.
- Excellent written and verbal communication skills.
- Expertise in at least one of;
- Stochastic calculus and derivatives pricing
- Software development in a finance-related field
Preferred Qualifications
- Prior experience in Commodities
