Quantitative Research – EMEA Commodities – Vice President at 051082-HOUSTON NORTH-2
051082-HOUSTON NORTH-2 · London, United Kingdom · Onsite
- Senior
- Office in London
The Agricultural Products Quantitative Research team's mission is to develop and maintain mathematical models, methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.
Job summary:
As a Vice President within Quantitative Research, EMEA Commodities team, you will be supporting the global Agricultural Products business. To be a successful candidate, you need to be business driven and to have previous quantitative experience, preferably in commodities markets. Your skillset should feature an extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (e.g., Python, C++). This is a front office role, and excellent communication skills are essential.
Job responsibilities:
- Develop pricing models and risk management strategies for the Agricultural Products business
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
- Provide support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
- Develop and enhancing the risk management platform used by traders to hedge trades and aggregate positions
- Work closely with the trading and sales teams to solve problems and identify opportunities
Required qualifications, capabilities, and skills:
- Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience with advanced math models and their efficient implementation
- Experience in a front-office trading environment, preferably in commodities. Experience in derivatives pricing models and hedging techniques.
- Strong programming skills (Python, C++) with several years of programming experience.
- Business driven, excellent communication. Strong attention to detail, able to take the lead on projects
Preferred qualifications, capabilities, and skills:
- Experience with commodities markets