Quant Researcher - Commodities London, England
Millennium Management LLC
Full Time
London, England
139458 - 150000 GBP ANNUAL Today
Job description
Quant Researcher - Commodities
Millennium 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. We are assembling a strong Quant Technology team to build our next generation in-house analytics 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 at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities:
Work closely with Quants in London, Geneva & New York to research and develop pre-trade analysis tools and risk analytics for our in-house pricing library. The candidate 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: 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
