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Commodity Quant JOB DESCRIPTION A leading Buy Side Group in London is proactively looking to recruit a front office modelling quant for their commodity team. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk. The role: Development of front office commodity pricing modelsWorking with vol surface modelling Building models for oil and natural gas productsWorking entirely in their Front Office alongside quant's & trade specialists Requirements: Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.Strong object orientated programming in C++Demonstrable interest in financial modelingKnowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.Finance commodity knowledge experience Excellent communication skills This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.