A Top US Investment Bank is rapidly expanding their Commodities QR team in NY. There is a need for an experienced Quant to join the team with experience in energy, oil/crude oil, and power (one at ED level and one at VP level). This is an excellent opportunity to step into a deputy head seat and help to lead and develop the larger commodities team.
Requirements:
- 3+ years' of experience supporting a commodity trading desk (i.e. oil, crude)
- experience developing options pricing models
- Relevant academic background in computer science, mathematics, physics, engineering, or finance, with a strong preference for an individual holding an advance degree (M.F.E. or higher)
- Professional programming experience in a language such as Python, C++, Java, or SQL
Responsibilities:
- Developing advanced pricing models for oil/crude options and systematic hedging strategies
- Implementing models for trading
- Directly support the commodity trading desk across the US and collaborate with other teams
