Opportunity
We are looking for an experienced Quant to lead the Quantitative Research team supporting the global Energy business. The QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. We also work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.
In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.
If you are passionate, curious and ready to make an impact, we are looking for you.
Your Impact
We are a team of front-office quants providing modelling solutions to the Commodities business. Our work combines classical quant finance and data analytics to deliver best-in-class models to the trading desk. It includes:
- Developing advanced pricing models and systematic hedging strategies for the Energy business;
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation;
- Working closely with traders to solve problems and identify opportunities.
About You
- Experience in a front-office derivatives trading environment, preferably in Commodities;
- Experience managing a team of quantitative analysts;
- Outstanding analytical and problem-solving abilities;
- Good written and oral communication;
- Strong coding skills, Python development experience;
- Deep understanding of derivatives pricing theory and standard models.
Beyond that, we’re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.
