quantitative analyst

quantitative analyst London, England

Anglo American
Full Time London, England 125557 - 63831 GBP ANNUAL Today
Job description

Company Description


You’re talented and adaptable. That’s why you’ll fit in.

As well as mining and processing many of the essential raw materials that enable, support and enhance modern life, Anglo American through its Marketing, arm, is a global trading and marketing business, managing significant volume in the physical and paper commodity markets including base metals, platinum and other precious metals, iron ore, coal and freight, as well as adjacent products, such as energy and scrap steel. We offer innovative solutions to meet our customers’ specific challenges. This includes physical products, logistics and technical support, as well as pricing, financing and risk management solutions.


Job Description


The Market Risk team is a key business enabler which provides insightful risk metrics and analysis which supports decision making to maximise value in the deployment and monetisation of risk. The team is responsible for measuring and managing market risk of the commodity trading activities. This will include the production of a broad set of risk metrics and regular interaction with Front Office, which delivers transparency and visibility to Senior Management, traders, and other parts of the business of the risk profile across the full scope of physical and financial trading activities. The team comprises of risk managers and quants across Singapore and London. The newly created job is an exciting opportunity to work on delivering innovative solutions across a wide range of commodities and instruments.

PURPOSE

Provides expert quantitative risk management support to the Risk and Commodity trading teams, including model validation, market risk methodology, and risk management strategy.

KEY TASKS

Performance & Delivery

  • Validate derivative pricing and risk models
  • Define the methodology behind market risk parameters
  • Provide quantitative assessment/analytics on key marketing priorities and structured transactions
  • Identify embedded optionality within transactions, determine valuation parameters such as volatilities, forward curve, discount rates, FX rates etc. and quantify the fair value and risk treatment
  • Develop tools/applications to support risk evaluation

Compliance

  • Adherence to all Anglo American Group and Marketing policies and procedures, as well as observing proper standards of conduct relating to the role.
  • Comply with Anglo American Security and Operating Standards

Qualifications
  • Bachelor's degree, preferably in computer science, engineering, finance, mathematics, physics, statistics, or a related field (minimum)
  • At least 3 years of professional experience in Risk or as a Quant, preferably in commodities

Specific Knowledge requirements:

  • Expert understanding of Quantitative risk modelling in a commodity environment.
  • Excellent knowledge and understanding of a wide variety of model development and validation statistical techniques covering primarily market and counterparty risk
  • Expert knowledge of options, both vanilla and exotic, including pricing and risk management
  • Ability to explain and defend complex quantitative methodologies, in a clear, understandable manner to colleagues and senior managers
  • Ability to work under pressure and to tight deadlines in a trading environment
  • Effective written and verbal communication skills; fluency in English (verbal and written) is essential
  • Expert Programmer

Additional Information


Who we are

Anglo American is a global diversified mining business. Our portfolio of world-class mining operations provides the metals and minerals that make modern life possible. We use innovative practices and the latest technologies to discover new resources and mine, process, move and market our products to our customers around the world.

As a responsible miner – of diamonds (through De Beers), copper, platinum and other precious metals, iron ore, coal and nickel – we are the custodians of what are precious natural resources. We work together with our key partners and stakeholders to unlock the sustainable value that those resources represent for our shareholders, the communities and countries in which we operate and for society at large. Anglo American is re-imagining mining to improve people’s lives.

What we offer

  • Competitive salary and benefits package
  • Amazing opportunities for learning and growth - from technical training to leadership programs, we bring out the best in our people
  • We’re a large, successful multinational company and there are plenty of opportunities internally to move onwards and upwards too

Inclusion and Diversity

Anglo American is an equal opportunities employer. We are committed to promoting an inclusive and diverse workplace where we value and respect every colleague for who they are and provide equality of opportunity so that everyone can fulfil their potential.

How to apply

To apply for this role, please complete our online application form. You will have the opportunity to upload your CV and other relevant documentation as part of this process.

#LI-AO1

About Anglo American

CEO: Duncan Wanblad
Revenue: $10+ billion (USD)
Size: 10000+ Employees
Type: Company - Public
Website: www.angloamerican.com
Year Founded: 1917

quantitative analyst
Anglo American

www.angloamerican.com
London, United Kingdom
Duncan Wanblad
$10+ billion (USD)
10000+ Employees
Company - Public
Mining & Metals
1917
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