This commodities quant role offers the opportunity to have involved discussions and valued inputResponsibilities
- Develop analytics libraries used for pricing metals derivatives
- Using numerical techniques to develop pricing models for valuation (including Monte Carlo Methods and partial differential questions)
- Successfully collaborate with precious and base metals trading desks.
- Precious and/or Base Metals experience or FX options experience. Experience with warrants and physical trading of metals and warehousing a plus.
- Knowledge of Option pricing theory and Finance.
- Strong communication & collaboration skills.
- MS/PhD in a quantitative field.
Programming in C++ (Python a plus) and using Excel and VBA.