An exceptional opportunity has opened up in this top Invesment Bank, looking for a storng junior candidate to join the quantitative analytics team supporting the .
This internationally recognised Quant Analyst team are looking to take on a talented individual who will be able to hit the ground running. They are looking for a junior who will be ready to take on a number of responsibilities from day one, from liaising with Structuring and Trading on a daily basis to identifying potential risk factors when entering into new business`. Due to a flat hierarchy within the company the candidate will be reporting to Managing Directors, giving this individual the kind of exposure which will see him/her the opportunity to progress quickly.
Responsibilities:
-Liaise with and assist Structuring and the Trading on the validation of reports and valuation methodologies, on an ongoing basis, including implementation of trading, portfolio optimization and flexibility systems and models.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
-Supporting the senior traders on the desk, clarifying model performance and results to traders.
-Will be working with models to ensure correct pricing of Commodity i.e. Oil, Gas and Freight products.
-Developing and creating new models.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
-Reporting directly to the Managing Director, who is very well known internationally in the market.
-Identifying potential sources of risk and conduct scenario analysis.
Requirements:
-Some experience working in a trading environment within the UK Gas industry.
-PhD degree in a numerical or financial discipline.
-Good knowledge of commodities/derivatives trading instruments (futures, swaps, options, swing contracts, storage, LNG arbitrage) and standard valuation techniques.
-Knowledge of market analytical techniques.
-Model validation or Front Office experience.
-Strong programming skills ; Excel, VBA essential; C++ , Mathematica an advantage.
The Person:
-Highly oriented to systems and quantitative working; System Implementation experience an advantage
-Highly analytical and able to see the global setting as well as have the interest to investigate the details behind;
-Have proven ability to produce results and proactively deliver, given little direction supervision by manager;
-Strong interpersonal skills for communication internally and externally; team player essential
-Must be able to negotiate, influence and communicate with other departments within the organization.
To apply for this role please send your CV in word format to quantexotic@selbyjennings.com or call +44 207 019 4137
Type: Full-time
Location: Calgary ( Braeside / Woodbine)
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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