Our client is a leading electronic marketplace for energy trading and price discovery. Our client’s transparent and efficient market structure, coupled with its secure, electronic trading platform, allows our client to provide market participants with direct access to energy futures and thousands of OTC commodity products. In addition to its globally distributed liquid electronic markets, our client offers a range of risk management tools designed to increase trading efficiency. The combination of speed, accessibility, service and information makes our client the complete energy marketplace for thousands of market participants across the globe.
We are looking for a candidate with strong mathematical and statistical skills. The ideal candidate will have experience building, integrating, and maintaining option pricing and volatility models at a major energy trading firm or bank. Swaps and options pricing knowledge and experience is mandatory, a background in modeling complex and illiquid OTC options strategies is strongly preferred. Candidates will be expected to perform valuations and update volatility curves. In addition, the candidate should have statistical experience in order to identify and analyze market patterns.
Requirements:
* Options pricing knowledge and experience mandatory
* Experience modeling option volatilities in a price validation or risk control position at a major energy trading firm or bank is preferred
* Strong statistical and mathematical skills in the area of derivatives modeling, post-graduate math degree is preferred
* Knowledge of third party analytics service is preferred
* Candidates should be able to work under pressure and within time constraints
* Programming skills: [Matlab, Java, VB]
* Strong attention to detail
* Self-motivated with the ability to complete projects independently
Location: New York, NY
Salary: Competitive
Contact: Kendal Ridgeway
Our client is looking for a senior and a junior Quant Research Analyst.
The job involves the creation, backtest and analysis of systematic trading strategies in the Equity market.
The positions will be based in NY working closely with the European and AsiaPacific Quant teams.
The candidates would need to be from a numerical background and extremely proficient in VBA and SQL (R or Matlab highly desirable too)
We anticipate the role to be fairly “request/client driven” but will also involve producing research publications and marketing them to Fund Managers.
Location: New York, NY
Salary: Competitive
Contact: Kendal Ridgeway
