Commodities Quant Modeller

Commodities buy side Hedge Fund requires a Oil Quant Modeller to build and implement models for the Oil Trading platform. This role sits within Coremont's Product Analytics team and carries responsibility for expanding and maintaining quantitative capabilities across commodities.

The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.

The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions.

Clarion and the underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world.

Role and responsibilities:

The successful candidate will join buy side hedge fund and is expected to contribute to the development and enhancement of new and existing models/analytics in the core Quant Analytics library (written in C++).Furthermore, the individual is expected to develop and enhance existing tools written in Python.

The individual will play a key role in expanding buy side hedge fund's quantitative capabilities in Commodities, with a focus on building out coverage in power, emissions and agricultural/soft commodities, while enhancing our existing Energy and Metals models to incorporate crack spreads, swaps, and Asian/averaging options. Alongside this development work, the role involves providing ongoing client support across all asset classes, with particular depth in commodities.

The role is also responsible for maintaining and improving our existing BAU systems and processes.

The position represents an exciting opportunity to work closely with technical portfolio managers in a market focussed quant group.

To find out more about Huxley, please visit Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ
, United Kingdom | Partnership Number | OC387148 England and Wales