This top analytics house is looking for an exceptional commodity derivatives quant who would be interested in working for a top name in the finance . This institution is recognised globally for its excellent work and forward thinking approach to finance. They constantly reinvent themselves to be able to stay ahead of the game and be the leaders in their industry. The employees need to be able to interact with enterprise level clients.
The manager is looking for quants with a strong derivatives modelling background
Candidates should have between 3+ years of commodities experience as a quant analyst, front office modeller, financial engineer etc.
Commodity derivatives experience is essential – not flow or physical
Exceptional skills that would be beneficial for this opportunity are: maths, finance knowledge, numerical methods and C++ is essential
PhDs and very good Masters degrees in a quantitative field are required
Duties:
- search, develop, maintain models in library
- research, prototype commodity derivative models
- on-going maintenance of models and C++ library
- Candidates who implement models from scratch are ideal
Candidates from Investment banks, analytics houses, vendors, software houses, hedge funds will be suitable.
If you have the technical ability to work in a fast paced-environment and able to interact with different arms of the business on a daily basis then please feel free to apply in to: quantexotic@selbyjennings.com The role needs strong C++ programmers as this role is very demanding technically, but the opportunity for career growth is unsurpassed.
Type: Full-time
Location: New York
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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