Senior Commodity Derivatives Quant VP, London
London
Nat Gas, Oil, Metals, Gas Curves, Structured Products, Carbon (C++ or C#)
KEY RESPONSIBILITIES:
- Improve existing and implement new derivative pricing models
- Provide risk tools & reports
- Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree.
- Energy/Metal volatility: Maintenance, improvement of existing toolsuite.
- Deliver analytics documentation and test material
- Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition)
ESSENTIAL SKILLS & EXPERIENCE:
- 5+ years’ experience in a quant analytics role (ideally including Commodity products)
- Quant analytics experience covering Commodities, FX or Equity Derivative products
- Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery.
- Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability
- Good programming skills in C++ or C# or Java as well as Python/Matlab/R
- Strong communication skills. Fluency in written and spoken English
- PhD or Masters’ in a Quantitative / Engineering field
AdeccoLondon
Job Title: Associate - Derivatives & Collateral Operations
Contract Duration: until 31st March 2025
Location: London/Hybrid
Daily Rate: £220 PAYE
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