My client, a global investment bank, is looking for a Front Office Quantitative Analyst focused on Commodities (ideally gas and power) to work closely with the Sales and Trading teams. You will take ownership of quantitative initiatives that support trading and business development.

The role:

• You will partner with the trading desk to provide general day-to-day quantitative support to the trading desk.
• Gather and communicate new business requirements from sales and trading desks.
• Manage the delivery of solutions by leveraging in-house quantitative libraries and associated technology systems.
• Maintain, improve and develop risk management tools and operational framework.
• Develop and implement Commodity derivative pricing models to support trading and risk management activities.
• Work closely with trading, sales, risk and other functional teams on special projects related to product development, model usage and regulatory compliance.

Experience required

Must haves:

• Master or PhD degree in a quantitative discipline.
• Expert knowledge of mathematical finance and derivatives pricing.
• Knowledge of Commodities futures markets and derivatives - ideally Gas and Power.
• Advanced programming skills with experience in C++ and Python.
• Strong written and oral communication skills.
• Strong modelling knowledge within pricing libraries

Nice-to-have:

• Experience in a desk-facing role

Salary:

• £150k-£200k base plus generous bonus and benefits.