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Quantitative Strategies Group - Commodities Quant - Associate

London, , United Kingdom

Job Description:

Job Description:

Overview: 

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the commodities business (Oil, Power & Gas, Metals (base and precious) as well as the Index desk – GCIP) within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks.

The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to help with the expansion of the trading desk. The gas & power space have seen significant growth recently in particular due to ESG related initiatives and new sources of energy. The metals business (base and precious) is also growing in particular in the options space and is in need for more support.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of the commodities space, understanding of derivatives pricing models
  • Experience with large dataset analysis
  • Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk.

Job Band:

H6

Shift: 

Hours Per Week:

35

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Job Description:

Overview: 

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the commodities business (Oil, Power & Gas, Metals (base and precious) as well as the Index desk – GCIP) within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks.

The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to help with the expansion of the trading desk. The gas & power space have seen significant growth recently in particular due to ESG related initiatives and new sources of energy. The metals business (base and precious) is also growing in particular in the options space and is in need for more support.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of the commodities space, understanding of derivatives pricing models
  • Experience with large dataset analysis
  • Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk.

Learn more about this role

Full time

JR-21073674

Band: H6

Manages People:

Manager:

Talent Acquisition Contact:

Luke Richardson

Referral Bonus:

0

Street Address

Primary Location:
2 King Edward St, London, EC1A 1HQ