A Tier 1 Investment Bank is looking to build out their Commodities Quant Analyst Team specializing in the power and gas market in Houston, TX. This team is embedded with commodities traders and support them in the development of pricing and hedging strategies. You'll be working on a globally distributed quants team on the most built out analysis platform. You'll be a key player on the continued success of this nimble team united under a personable and highly experienced director.
Job Function:
- Help maintain core C++ library
- Develop hedging and trading strategy recommendations
- Implement option pricing methodologies and risk analysis on structured products
- Provide trading desk with tools for hedging and asset valuation
- Support the commodities business focusing on power and gas with some oil coverage
Job Requirements:
- Masters or Ph.D. in Electrical Engineering, Computer Science, Financial Engineering, Mathematics, or other quantitative fields
- At least 2+ years of working experience in quantitative research/trading of commodities
- Programming proficiency in C++ or Python