A top financial analytics and Software house is seeking an experienced quantitative analyst to take a role within its Quantitative Valuation and Price Verification group…A top financial analytics and Software house is seeking an experienced quantitative analyst to take a role within its Quantitative Valuation and Price Verification group which supports the Commodity business.
The Valuation and Price Verification team are the most technically advanced group in the company and are responsible for ensuring the Commodity products are correctly positioned.
The role is a highly quantitative post working on the tracking and analysis of commodity prices (including energy, power, US and Euro Gas, coal, Oil, Emissions) and the valuation of structured products. You will also be responsible for assessing and reviewing quantitative models and parameters while working with other quantitative resources throughout the corporation to ensure consistent modeling techniques and designing system analytics such as forward curves, volatility surfaces and pricing models
Candidate Criteria:
Extensive knowledge of commodity derivative products and the financial mathematics which relate to the pricing, modelling and valuation of these products.
Top academic background to PhD, DEA level in a highly quantitative field, e.g. Mathematics, Physics, Financial Engineering etc.
Proficiency in Excel, VBA, Matlab, SQL
A very high level of mathematical modelling ability including advanced concepts such as Stochastic Calculus, Advanced PDE`s, etc.
Please contact quantexotic@selbyjennings.com
http://www.selbyjennings.com, +44 (0) 207 019 4137
Type: Full-time
Location: City of London
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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