This exceptional top-tiered US Investment Bank is looking to expand its Front Office Commodity Exotic Derivatives Quantitative team. The talented candidate chosen to join their award-winning ranks will be working closely with the most highly regarded Senior Traders and Senior Directors in the industry. This Investment Bank is looking for an individual to Head their Commodity team, with the idea to expand further.



Requirements:

-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.



Responsibilities:

-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.



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



To apply please contact quantexotic@selbyjennings.com with CV in word format.

www.selbyjennings.com

+ 44 (0) 207 019 4137