Gresham Hunt are recruiting on behalf of a Commodity Trading Firm based in London.
They are looking to hire a Quantitative Analyst, who will support the Front Office, calibrate a wide range of exotic derivative products and assist with the development of risk methodologies.
You will be learning from a management team who have over 25 years quantitative experience within a commodity trading environment. As no prior experience is required, this role is an excellent opportunity for a recent graduate looking to begin their financial services career.
The firm operate a hybrid working model of 3 days a week in the office.
- Develop expertise across products including weather derivatives, swing contracts and hydro storages
- Act as point of quantitative support across the business
- Develop methodologies for Risk models
- Assess the theoretical assumptions of front office pricing models
- Build relationships with stakeholders across Trading, Risk and IT
- MSc or above in a numerical discipline (Physics/Mathematics/Financial Engineering)
- Strong knowledge of Options theory and Monte Carlo methods
- Keen interest in financial services and commodities markets
- Experience using Python, R, Matlab or C++
- Strong communication skills, including the ability to break down technical concepts
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