A leading 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 eventually head their Commodity team, with the idea to expand further.

Responsibilities for the Front Office Commodity Exotics Quant Analyst role:
-Candidate will support Commodity trading desk, working with ALL Commodity products, from oil and gas to Freight, Agricultural etc.
-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:
-Some previous experience working with Commodity products would be a bonus but not essential.
-Those with experience from a top-tiered bank have an advantage.
-PhD Mathematics/Physics/Financial Engineering or other related topic.
-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.
-Must have strong C++ programming skills.

Key words:
Junior Front Office Commodity Exotics Quant Analyst; Quantitative Analyst; Oil, Gas, Freight, Agricultural; Derivatives; New York; USA; Head Offices; Trading; Vice President.

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