An exceptional top-tiered US Investment Bank is looking to expand its Commodity Exotic Derivatives Quantitative team in the front office, where this talented candidate will be working closely with Senior Traders and Senior Directors. This Investment Bank is looking for an individual to Head their Commodity team, with the idea to expand further.

Responsibilities for the Front Office Commodity Exotics Quant Analyst role:

-Candidate will oversee Analytic Quant support, ensuring that projects run smoothly, and solving any issues that may arise.

-Working closely with trading desk/risk management/sales team, liaising on a day-to-day basis ensuring successful operations.

-Will be working with Commodity Exotics and Commodity Derivatives products.

-Delivering stochastic models and dynamic hedging to exotic and derivative traders.

Requirements for the Front Office Commodity Exotics Quant Analyst role:

-Extensive previous experience working in the Commodity business.

-Those with experience from a top-tiered bank have an advantage.

-Extensive experience with Commodity Exotics and Commodity Derivative products.

-PhD Mathematics/Physics/Financial Engineering or other related topic.

-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.

This bank has an exceptional team with outstanding opportunities, which offers a generous salary.

Key words:

Quantitative Analyst; Commodity Derivatives; Exotics; Oil; Gas; Agricultural; USA; New York City; Stochastic Calculus; Traders; Trading; Vice President

To apply for Front Office Commodities Quant Analyst role please press the apply button or call 0207 019 4137.