Nat Gas, Oil, Metals, Gas Curves, Structured Products, Carbon (C++ or C#)
KEY RESPONSIBILITIES:
*Improve existing and implement new derivative pricing models
*Provide risk tools & reports
*Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
*Energy/Metal volatility: Maintenance, improvement of existing toolsuite.
*Deliver analytics documentation and test material
*Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition)
ESSENTIAL SKILLS & EXPERIENCE:
*5+ years’ experience in a quant analytics role (ideally including Commodity products)
*Quant analytics experience covering Commodities, FX or Equity Derivative products
*Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
*Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability
*Good programming skills in C++ or C# or Java as well as Python/Matlab/R
*Strong communication skills. Fluency in written and spoken English
*PhD or Masters’ in a Quantitative / Engineering field