One of the largest companies globally, and a major player in the oil and gas industry are looking to hire a model validation quant, ideally with 3-5 yearsâ?? experience, to help build out their model validation desk.

Youâ??d be joining a team of experienced Quants and will be mentored by an exceptional quant from a tier 1 bank who recently joined the desk. Youâ??ll be working on the validation of the front office risk and pricing models for the commodities business.

Itâ??s an exciting time to be joining the company, last year was incredibly profitable seeing end of year bonuses achieving an all-time high with the expectation for next yearâ??s bonuses to be even higher.

Key Skills:

• Model Validation experience ideally validating models used to price both vanilla and exotic derivatives.
• Undergraduate degree, plus PhD or MSc in a quantitative subject area, (e.g. physics, mathematics, electrical engineering or mathematical finance).
• Strong coding skills, Python or C++ (a strong candidate will be confident in both)

Desirable Skills:

• Commodities experience
• Applied mathematics knowledge including stochastic calculus, probability theory and Monte Carlo methods.