Job Description
Quantitative Analyst – VP/ED | Top-Tier Global Bank | London
A top-tier global bank is seeking an experienced Quantitative Analyst at the VP/ED level to develop and enhance pricing models and risk management strategies for its commodities trading business. This is an exciting opportunity to work closely with front-office teams in a fast-paced and dynamic environment.
Key Responsibilities:
* Develop and implement advanced pricing models for the energy trading business.
* Enhance and maintain quant libraries used for derivatives pricing and risk management.
* Support traders and risk managers by troubleshooting and refining existing models.
* Improve and optimize the risk management platform to enhance hedging strategies.
* Collaborate with trading, structuring, and technology teams to drive innovation in pricing and risk solutions.
Key Requirements:
1. Advanced degree (MSc/PhD) in Mathematics, Physics, Engineering, Quantitative Finance, or Computer Science.
2. Strong programming skills in Python, with some exposure to C++.
3. Proven experience in a front-office trading environment.
4. Deep un...