The Global Energy team is seeking an experienced Quantitative Researcher. The Ideal candidate will be experienced in developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transaction. This front office quant team will provide solutions for the greater Energy and Commodities business units
- 5+ years experience in analytical options pricing for energy products
- Working experience with oil/crude products
- Experience with vanilla flow products, complex derivative deals, and interest to work with algorithmic trading strategies
- Ability to work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.
Day to Day
- Development of advanced pricing models and systematic hedging strategies for the Energy business.
- Implementation of these models in the internal quant library and trading/risk platforms, carrying out testing and writing documentation
- Partnering with traders to provide innovative solutions