Responsibilities of the individual:
- Responsible for the validation of the firms pricing models.
- Build pricing and storage models that will be used to validate FO models.
- Providing technical advice to control functions.
- Implementation of cross commodity derivative valuation.
Requirements of the individual:
- Knowledge of financial derivatives valuation methodologies and trading life cycles.
- Experienced in building pricing and storage models.
- Strong knowledge across US, UK and European natural gas markets, power and crude oil.
- Model validation experience.
- Strong coding background in C++ and Python.