Quantitative Strategist within commodities

Recruiter
Oliver James Associates
Location
Farringdon
Posted
11 Jan 2018
Closes
16 Feb 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

As a Commodities Quantitative Strategist, your responsibilities will include:

  • Supporting the desks' risk management, pricing and P&L
  • Supporting the commodities and eFX trading business
  • Developing trading and pricing algorithms.
  • Historical time series analysis and relative value
  • Testing and integrating new models, working closely with the IT team

You will have:

  • Knowledge of commodities
  • Excellent development skills, hopefully Scala/Python and C++
  • Ideally some esperience as a desk strategist
  • An MSc/PhD within a quantitative/numerate discipline
  • Great interpersonal skills