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See SELBY-JENNINGS-NEW-YORK 23 Job offers
Senior Quantitative Modeller- Commodity Derivatives-New York
Salary $140,000-$160,000 base
A top US Commodity house is currently seeking to expand its Quantitative Analysis team in New York with the acquisition of a Senior Quantitative Analyst to lead a small team.
The company has offices in New York and London and, while small in numbers, does business on a global basis.
The Quantitative Analysis team is seeking an experienced Quantitative Modeller who will be sitting with and reporting to the business. Due to the seniority of the role, the candidate will have the opportunity to be exposed to the daily operation of the entire company. Your job would consist of modeling, pricing and portfolio management of complex commodity derivative risks mainly geared to the energy sector and responsibility for the management of a small team of quants.
The candidate will also be responsible for creating the analytical and technological foundation for new financial product offerings and spearheading the firm's ongoing effort of creating state-of-the-art systems. Above all, the candidate must possess a strong capacity for critical thinking and commercial judgment.
Qualifications:
-Top academic background to PhD level in a highly quantitative discipline i.e. Mathematics, Statistics, Physics, Financial Engineering, etc
-Experience in a senior front-office quantitative role, ideally in modeling complex energy derivatives both physical and financial. An ideal background would be a senior quant within an energy merchant involved in the full spectrum of energy commodities and fuel types.
-Strong command of MatLab and Excel/VBA
-Excellent level of Mathematical modelling capability.
This senior role is both challenging and potentially very rewarding with close ties to the company's bottom line. The compensation structure is highly competitive and is comprised of a base salary and annual bonus as well as participation in a unique long-term profit plan, plus benefits.
To apply or for more information please contact us by email
www.selbyjennings.com, + 44 (0) 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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