Quantitative Analyst

Location: Londres, Angleterre, Royaume-Uni

Salary: C. £50,000 - £60,000

A position within Quantitative Analysis has been created at a leading Commodities Trader.

This position has been created due to an internal promotion and offers the chance to gain full exposure across the business/trading floor in a highly complex position. We are targeting a candidate with a recent PhD qualification in a highly quantitative subject.

The responsibilities of the Quantitative Analyst will include:

  • Working closely with traders to assist in the development of trading & hedging strategies around the Gas and Power portfolio. Namely hedging of non-linear exposures using various derivatives.
  • Support the ongoing expansion of multiple portfolios
  • Working closely with structured traders and originators contributing to the structuring and pricing of complex deals.
  • Develop and extend models to improve portfolio risk management and to increase types of products traded.
  • The role extends beyond Gas and Power leading to involvement in areas such as Oil, LNG, Weather and FX.
  • Working closely with the other Quants/Developers to make use of and expand the model library.

Competencies required:

  • Strong ability for quantitative problem solving sustained by outstanding foundations in maths/stats
  • Ability to communicate complex issues in a clear, understandable manner to customer facing business units
  • Ability to work under pressure and to tight deadlines in a trading environment
  • Ability to explain and defend the methodology used in the development of quantitative tools
  • Effective written and verbal communication skills; fluency in English (verbal and written) is essential
  • Python programming skills would be an advantage