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FO Quant (Commodities) – Global Markets
I’m working exclusively with a world-leading, emerging markets-led investment bank, who have an exciting opportunity for a VP level Quantitative Analyst (Commodities focused).
Join a team of 6 and work directly with the traders. The main focus is commodities with the scope to expand and work across other asset classes within their Global Banking and Markets team.
London based with a salary range of £140k.
This role is also open to those without Commodities experience but who are keen to gain exposure in this space. In order to apply you need to have a good understanding of C++, Visual studio is a plus, as they will be heading towards Linex. This team does all the modelling and will suit somebody who is flexible as each day various with the latest topics.
Full job description below but please apply to the role if you’re interested in discussing further. Applications will close on Monday 24th March.
Role Accountabilities:
- Design, develop, test, and document quantitative models in line with the banks standards.
- Provide technical solutions to support users such as Trading desks, Product Control, and Traded Risks.
- Analyze and resolve issues identified in existing models.
Essential Skills & Experience:
- Proven experience as a Quantitative Analyst, with expertise in developing financial models.
- A degree in Mathematical Finance, Science, or Mathematics from a top-tier university.
- In-depth knowledge of industry-standard pricing models such as Black-Scholes, Bachelier, local and stochastic volatility models, and the HJM framework.
- Strong programming skills in C++ (Visual Studio), including knowledge of modern C++ (C++11 or later).
- Solid understanding of stochastic calculus, partial differential equations, no-arbitrage valuation, and numerical analysis.
- Familiarity with Rates Products and Models.
- Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses.
- Commodities experience is preffered.
Technical Skills:
- Strong expertise in C++ (C++11 or beyond).
- Proficiency in Python and Excel.
- Experience with version control systems (Git) and distributed software development processes.
Soft Skills:
- Ability to manage multiple deliverables in a fast-paced environment.
- Proven problem-solving skills and attention to detail.
Unfortunately visa sponsorship will not be provided for this role. Please only apply if you have the RTW in the UK.
I look forward to your application – tg@barclaysimpson.com
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
