Metals Commodities Quant

Employer
Anson McCade
Location
London, United Kingdom
Salary
Competitive Salary
Posted
May 02, 2021
Closes
Jun 13, 2021
Ref
1801707194
Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
Full Time

This commodities quant role offers the opportunity to have involved discussions and valued input

Responsibilities

  • Develop analytics libraries used for pricing metals derivatives
  • Using numerical techniques to develop pricing models for valuation (including Monte Carlo Methods and partial differential questions)
  • Successfully collaborate with precious and base metals trading desks.

Qualifications

  • Precious and/or Base Metals experience or FX options experience. Experience with warrants and physical trading of metals and warehousing a plus.
  • Knowledge of Option pricing theory and Finance.
  • Strong communication & collaboration skills.
  • MS/PhD in a quantitative field.

Programming in C++ (Python a plus) and using Excel and VBA.