We are working with the head of Commodities Quant at a top-tier investment bank in NY. Based on the trading result this year, they are looking to aggressively grow their power and gas trading quant team. Unique to this role is not only will candidates be responsible for development and implementation of commodities trading models, but in this seat they will be responsible for structuring as well as trading tools development.
Key Requirements:
- 2-8 years of front office commodities quants experience (ideally power, gas, or oil)
- Advanced degree in a STEM field (PhD or Master's preferred).
- Proficiency in C++ and Python.
- Direct experience in developing and implementing models for pricing and risk.
Responsibilities:
- Manage pricing, modeling and tools development for commodities trading desk
- Directly communicate with trading and work with other groups across the bank including risk and technology
- Implement and adjust market and volatility models to reflect changing dynamics (heat rates, gas basis, crude grades).
- Propose risk management strategies and identify risk associate with the desks positions
