Company
Selby JenningsLocation
USA-NY-New York CityRemuneration
$120000 - $200000 per annumPosition Type
PermanentEmployment type
Full timeUpdated
30-Oct-2013eFC Ref no
1300669
.
Top Tier US Investment Bank NYC , are looking to add a Front Office Junior Commodities Quant to their growing group.
The role will provide the successful candidate with exceptional insight across all commodity products, working with their trading desk , which is one of the most highly regarded and successful in the industry.
This commodities quant role will be reporting to a Senior Manager and will allow the right candidate not only exposure to commodities products but also the opportunity to gain exposure with other asset classes.
This Commodities Desk is a key revenue generating desk within the Bank and therefore the compensation is competitive against market rate.
Responsibilities of the Front Office Commodity Quant Analyst:
-Will be working with some of the best commodity traders in the world, supporting and working with them with the models used.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
-Stress testing energy commodity products, evaluating the stretch of product trading viability.
-Assessing risk scenarios and asserting any solutions to be used when needed.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
Requirements of the Front Office Commodity Quant Analyst role:
-PhD/ Masters in Mathematics/Financial Engineering/Physics or another Quantitative Discipline.
-2+ Years experience working as a Front Office Desk Quant
-Must have atlaest 1 year commodities experience, preferanly in energy products
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
-Knowledge in programming languages such as C++, VBA, Matlab, Latex.
-Experience with Power and Gas pricing is a major plus
If you would like to be considered for this Commodities Quant Analyst role, please apply below with your updated resume
The role will provide the successful candidate with exceptional insight across all commodity products, working with their trading desk , which is one of the most highly regarded and successful in the industry.
This commodities quant role will be reporting to a Senior Manager and will allow the right candidate not only exposure to commodities products but also the opportunity to gain exposure with other asset classes.
This Commodities Desk is a key revenue generating desk within the Bank and therefore the compensation is competitive against market rate.
Responsibilities of the Front Office Commodity Quant Analyst:
-Will be working with some of the best commodity traders in the world, supporting and working with them with the models used.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
-Stress testing energy commodity products, evaluating the stretch of product trading viability.
-Assessing risk scenarios and asserting any solutions to be used when needed.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
Requirements of the Front Office Commodity Quant Analyst role:
-PhD/ Masters in Mathematics/Financial Engineering/Physics or another Quantitative Discipline.
-2+ Years experience working as a Front Office Desk Quant
-Must have atlaest 1 year commodities experience, preferanly in energy products
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
-Knowledge in programming languages such as C++, VBA, Matlab, Latex.
-Experience with Power and Gas pricing is a major plus
If you would like to be considered for this Commodities Quant Analyst role, please apply below with your updated resume
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