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:
* Advanced degree (MSc/PhD) in Mathematics, Physics, Engineering, Quantitative Finance, or Computer Science.
* Strong programming skills in Python, with some exposure to C++.
* Proven experience in a front-office trading environment.
* Deep understanding of derivatives pricing models, risk management, and hedging techniques.
* Strong analytical and problem-solving skills, with the ability to work in a high-pressure environment.
* Excellent communication skills and the ability to work closely with traders and stakeholders.
Preferred Experience:
* Prior experience in commodities trading, particularly in physical and financial power and gas products.
This role offers the opportunity to make a significant impact within a leading financial institution while working on cutting-edge quantitative solutions.