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An industry-leading Hedge Fund, based in London, are looking to hire a Commodities Quantitative Analyst. The focus will primarily be on physical commodities products, as well as associated derivatives, in supporting the trading desk and the wider business targets alongside other Quants and Strategists. This is a chance to join a growing firm, take on responsibility from your first day and contribute directly to the success of the desk.
The role will involve the successful candidate in:
the pricing and modelling of a range of complex and exotic derivatives, mainly in the European Power and Gas markets.
Risk management activities and contribution to hedging and auto-hedging tools.
Quantitative analytic work involving pricing metrics, risk and volatility management in Python and C++
building application tools and aiding in the development of strategies and the documentation of the front office models and tools
A PhD/MSc in a Quantitative discipline.
A minimum of four years in a Front Office Quant environment, not necessarily in Commodities.
Strong programming ability in Python and C#
Excellent communication ability.
A desire to learn and collaborate as part of a team.