Metals Commodities Quant

Employer
Anson McCade
Location
UK
Salary
Competitive
Closing date
30 May 2021

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Sector
Accountancy
Contract Type
Permanent

Job Details

This commodities quant role offers the opportunity to have involved discussions and valued input

Responsibilities
  • 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.



Qualifications
  • 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.

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