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.