eFinancialCareers

• Company

  Real Resourcing - Quantitative Finance

• Location

• Remuneration

  £££ Base + Bonus £££

• Position Type

  Employee

• Employment type

  Full time

• Updated

  19 Aug 2008

• eFC Ref no

  440639

An exciting role for an experienced quantitative analyst has arisen within a highly respected Commodities Trading house. The role is focussed on Oil and Gas and the successful candidate will have several years experience within quantitative analysis or model validation and expertise in Commodities.

An exciting role for a quantitative analyst or model validation expert has arisen within a leading global commodities trading house focussing primarily on Oil and Gas. Obviously at the moment this area is growing rapidly and needs to increase its headcount to cope with exponential deal flow increase and rise in capacity. What we are now seeking is an experienced quantitative risk analyst with expertise in Commodities and specifically Oil and Gas. You will be reporting directly to the head of quantitative analytics and there is huge scope for rapid progression within the middle and front office.

The role entails quantitative analysis of models, trading activities in gas, power and oil and you will be directly involved in the valuation of trading portfolios including physical, futures, Swaps, options and storage positions. In addition you will be doing VAR analysis of trading performance and exposure reports. The role will entail extensive front office liaison with traders and other quant analysts to ensure analysis, assessments, models and trading positions are accurate in this fast paced environment so your communication skills must be exceptional. Your communication and quantitative skills will also be necessary for validation of products and trades with the structured sales department.

Your profile needs to include several years working within the Commodities industry, particularly Gas and Oil, deep knowledge of commodities/derivatives trading instruments (futures, swaps, options, swing contracts, storage, LNG arbitrage) and standard valuation techniques as well as experience implementing VAR techniques. Your education will be to MSc level and highly numerical, preferably directly in financial mathematics or quantitative finance and your skills and experience in quantitative models will be first rate. On the technology side Excel VBA is essential while if you also have C++ and Mathematica this will be viewed extremely favourably.

Quantitative positions within commodities are highly competitive at the moment due to the current market conditions, so please only apply if you match the above profile accurately. We are one of the most respected Commodities houses within Gas and Oil in the world and will only consider those with the most impressive and relevant experience.

Apply immediately as interview slots are filling up fast. Alternatively call Matthew Hall on 02077587300 to discuss the role in further detail.